Satisfying Convex Risk Limits by Trading - Larsen, Pirvu, al. (2003)(Correct)
is not coherent. In a similar vein, Carr, Geman &Madan [6] suggested that derivative security pricing
Studies 14, 371-405. 6. Carr, P.Geman, H. Madan, D. 2001) Pricing and hedging in incomplete www.math.cmu.edu/users/shreve/ConvexRiskLimits.ps
Stable Modeling of Credit Risk - Rachev, Schwartz, Khindanova(Correct)
Reduced-form models are presented in Fons (1994)Madan and Unal (1994)Jarrow and Turnbull (1995)
Rate Debt"Journal of Finance, 50(3)789-819. 19. Madan, D.B. and H. Unal, 1994, Pricing the Risks of www.anderson.ucla.edu/acad_unit/finance/19-00.pdf
Credit Risk Modelling: Intensity Based Approach - Bielecki, Rutkowski(Correct)
Jarrow, Lando and Turnbull (1997)Lando (1998)Madan and Unal (1998, 1999)Jeanblanc and Rutkowski
of Banking and Finance 24, 301-327. 71] MU Madan, D.B. and Unal, H. 1998a) Pricing the risk of www.enricodegiorgi.com/papers/paper_105.pdf
Twisted Klein curves modulo 2 - Duursma (2001)(Correct)
An equivalent model appears in the list by Madan and Queen [11] of the seven congruence function
Press, Cambridge, 1999. 10] Leitzel, J. R. C.Madan, M. L.and Queen, C. S.Algebraic function www.math.uiuc.edu/~duursma/pub/kltwisth.ps