3 papers
q-fin.RM2015
Model risk on credit risk
J. Molins, E. Vives
This paper develops the Jungle model in a credit portfolio framework. The Jungle model is able to model credit contagion, produce doubly-peaked probability distributions for the to…
cond-mat.other2004
Long range Ising model for credit risk modeling in homogeneous portfolios
Jordi Molins, Eduard Vives
Within the framework of maximum entropy principle we show that the finite-size long-range Ising model is the adequate model for the description of homogeneous credit portfolios and…
hep-th2000
BPS States and Automorphisms
Jordi Molins, Joan Simon
The purpose of the present paper is twofold. In the first part, we provide an algebraic characterization of several families of BPS states in M theory,…