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Professor Anthony F. Lehman,Department of Psychiatry at University of Maryland（图）
Department of Psychiatry at University of Maryland Professor Schizophrenia
2016/1/14
Anthony F. Lehman, MD, MSPH is the Senior Associate Dean for Clinical Affairs as of December 2011 and Professor and former Chairman of the Department of Psychiatry at the School of Medicine. Dr. Lehm...
The Lehman Brothers Effect and Bankruptcy Cascades
Lehman Brothers Effect Bankruptcy Cascades
2010/10/18
Inspired by the bankruptcy of Lehman Brothers and its consequences on the global financial system, we develop a simple model in which the Lehman default event is quantified as having an almost immedia...
Inspired by the bankruptcy of Lehman Brothers and its consequences on the global financial system, we develop a simple model in which the Lehman default event is quantified as having an almost immedia...
Credit Calibration with Structural Models: The Lehman case and Equity Swaps under Counterparty Risk
Credit Default Swaps StructuralModels Black Cox Model, Calibration
2010/11/3
In this paper we develop structural first passage models (AT1P and SBTV)with time-varying volatility and characterized by high tractability, moving from the original work of Brigo and Tarenghi (2004, ...