Kabir Dutta
Kabir Dutta
Charles River Associates
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A tale of tails: an empirical analysis of loss distribution models for estimating operational risk capital
K Dutta, J Perry
FRB of Boston Working Paper, 2006
On measuring skewness and kurtosis in short rate distributions: The case of the us dollar london inter bank offer rates
KK Dutta, DF Babbel
Center for Financial Institutions Working Papers 02 25, 2002
Scenario analysis in the measurement of operational risk capital: a change of measure approach
KK Dutta, DF Babbel
Journal of Risk and Insurance 81 (2), 303-334, 2014
Extracting probabilistic information from the prices of interest rate options: Tests of distributional assumptions
KK Dutta, DF Babbel
The Journal of Business 78 (3), 841-870, 2005
A Tale of Tails: An Empirical Analysis of Loss Distribution Models for Estimating Operational
K Dutta, J Perry
Risk Capital, Working Paper, Federal Reserve Bank of Boston, 2006
Un-Supermodels and the FIA
DF Babbel, MA Herce, K Dutta
Presentation given at the Morningstar-Ibbotson Associates/IFID Centre …, 2008
Leptokurtic distributions and tests of distributional assumptions in extracting probabilistic information from interest rate options
KK Dutta
University of Pennsylvania, 2002
A Note on the Solution to a Three-Factor Affine Term Structure Model
C Merrill, K Dutta
The Journal of Fixed Income 9 (3), 93-95, 1999
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