| |
| 2005 | ||
|---|---|---|
| 7 | EE | William J. Morokoff: Simulation analysis of correlation and credit migration models for credit portfolios. Winter Simulation Conference 2005: 1827-1834 |
| 6 | EE | William J. Morokoff: Simulation of risk and return profiles for portfolios of CDO tranches. Winter Simulation Conference 2005: 1844-1848 |
| 2004 | ||
| 5 | EE | William J. Morokoff: Tutorial on Portfolio Credit Risk Management. Winter Simulation Conference 2004: 1625- |
| 4 | EE | Menghui Cao, William J. Morokoff: Portfolio Credit Risk Analysis Involving CDO Tranches. Winter Simulation Conference 2004: 1628- |
| 3 | EE | Menghui Cao, William J. Morokoff: Calibrating Credit Portfolio Loss Distributions. Winter Simulation Conference 2004: 1661- |
| 2 | EE | William J. Morokoff: An Importance Sampling Method for Portfolios of Credit Risky Assets. Winter Simulation Conference 2004: 1668- |
| 2003 | ||
| 1 | EE | William J. Morokoff: Simulation methodology for collateralized debt and real options: simulation methods for risk analysis of collateralized debt obligations. Winter Simulation Conference 2003: 335-342 |
| 1 | Menghui Cao | [3] [4] |