Lucas M. Bernard
Publications & Projects
Publications
1) IT Tools for Financial Asset Management & Engineering, (book chapter) in: The Companion to Financial Engineering, (T. Beder & C. Marshall, editors), Wiley-Blackwell, forthcoming 2009
2) Credit Risk, Credit Derivatives, and Firm Value-based Models, (with W. Semmler & M Roberts), Investment Management and Financial Innovations, Volume 5, Issue 4, 2008
3) Firm Value, Diversified Capital Assets and Credit Risk: Towards a Theory of Default Correlation (with Grüne, L. & Semmler, W.), Journal of Credit Risk, 3(4) Winter 2007/08
4) The Foundations of Credit Risk Analysis (with Semmler, W.), Edward Elgar Publishing Ltd., Cheltenham, United Kingdom, 2007
Conferences (Recent & Upcoming)
22-24 June, 2006: 12th International Conference On Computing In Economics and Finance, Limassol, Cyprus
21-22 May, 2007: International Center for Decision & Risk Analysis (ICDRiA), University of Texas, Dallas, TX
19-21 June, 2008: 2nd International Workshop on Computational and Financial Econometrics, Neuchâtel, Switzerland