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  • alexander kreknin at www.apmaths.uwo.ca
    Integrated Market and Credit Risk Modeling
    Integrated Market and Credit Risk Modeling. Alexander Kreinin. Algorithmics Inc. 185 Spadina Avenue, Toronto,. Ontario, M5T 2C6, Canada [email protected]
  • alexander kreknin at link.springer.com
    A semi-analytical method for VaR and credit exposure . - Springer
    Alexander Kreinin ·. Ahmed Nagi. Published online: 1 December 2006. C Springer Science + Business Media, LLC 2007. Abstract In this paper, we discuss new .
  • alexander kreknin at arxiv-web3.library.cornell.edu
    The Generalized Shiryaev's Problem and Skorohod Embedding
    30 Oct 2011 . Sebastian Jaimungala,1, Alexander Kreinin∗,b, Angel Valova. aDepartment of Statistics, University of Toronto; 100 St. George Street, Toronto,.

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