M. Hodge

发表

Derivation of locational marginal prices for restructured wholesale power markets

M. Hodge, 2009 .

Models for short-term forecasting of spike occurrences in Australian electricity markets: a comparative study

M. Hodge, 2014 .

The effect of taxes on the pricing of defaultable debt

M. Hodge, 2004 .

Pricing of contingent convertibles under smile conform models

M. Hodge, 2013 .

Bias correction and change measurement in spatio-temporal data

Miriam Christine Hodge, M. Hodge, 2012 .

Minimal Sufficiency in Rare Populations

M. Moradi, Jennifer A. Brown, M. Hodge, 2012 .

Stress-testing retail loan portfolios with dual-time dynamics

Miriam Hodge, M. Hodge, 2008 .

Visualizing coalescent theory

Miriam Hodge, M. Hodge, 2008 .

Adjusting corporate default rates for rating withdrawals

M. Hodge, 2007 .

CDO rating methodology: some thoughts on model risk and its implications

Miriam Hodge, M. Hodge, 2005 .

Calibrating risk preferences with the generalized capital asset pricing model based on mixed conditional value-at-risk deviation

M. Hodge, 2012 .

The survival analysis approach in Basel II credit risk management: modeling danger rates in the loss given default parameter

Miriam Hodge, M. Hodge, 2013 .

Fast at-the-money calibration of the Libor market model using Lagrange multipliers

Miriam Hodge, M. Hodge, 2003 .

Representing the effects of oligopolistic competition on risk-neutral prices in power markets

Miriam Hodge, M. Hodge, 2013 .