Tequila is no easy business and with hundreds of brands out there, how exactly do you stand out? Leave it to founder of Get Hot tequila, John Vasicek, to bring some heat to the agave market. "I've ...
The credit component of the Basel economic capital framework is based on Vasicek's portfolio loss model (see Vasicek, 2002, and Schonbucher, 2000). This is a two-state model: at the end of a given ...
We evaluate the usefulness of bias-correction methods in enhancing the Vasicek model for market risk and counterparty risk management practices. The naive bias-corrected estimator, the Tang and Chen ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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