Kabir K. Dutta

Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions

Kabir K. Dutta, D. Babbel, 2005 .

Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach

Kabir K. Dutta, D. Babbel, 2010 .

A Tale of Tails: An Empirical Analysis of Loss Distribution Models for Estimating Operational Risk Capital

Kabir K. Dutta, Jason Perry, 2006 .

A Tale of Tails: an Empirical Analysis of Loss Distribution Models for Estimating Operational Risk Capital

R. Lumsdaine, Kabir K. Dutta, Jason Perry, 2022 .

Financial Institutions Center On Measuring Skewness and Kurtosis in Short Rate Distributions : The Case of the US Dollar London Inter Bank Offer Rates

Kabir K. Dutta, D. Babbel, 2002 .

On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates

Kabir K. Dutta, D. Babbel, 2002 .