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Alicia Vidler

Personal Details

First Name:Alicia
Middle Name:
Last Name:Vidler
Suffix:
RePEc Short-ID:pvi505

Affiliation

UNSW Business School
UNSW Sydney

Sydney, Australia
http://www.business.unsw.edu.au/
RePEc:edi:fcnswau (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Matthew Olckers & Alicia Vidler & Toby Walsh, 2022. "What Type of Explanation Do Rejected Job Applicants Want? Implications for Explainable AI," Papers 2205.09649, arXiv.org.
  2. Albanese, Claudio & Vidler, Alicia, 2008. "Dynamic Conditioning and Credit Correlation Baskets," MPRA Paper 8368, University Library of Munich, Germany, revised 21 Apr 2008.
  3. Albanese, Claudio & Vidler, Alicia, 2007. "A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs," MPRA Paper 5227, University Library of Munich, Germany, revised 09 Sep 2007.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Albanese, Claudio & Vidler, Alicia, 2008. "Dynamic Conditioning and Credit Correlation Baskets," MPRA Paper 8368, University Library of Munich, Germany, revised 21 Apr 2008.

    Cited by:

    1. Alicia Vidler & Toby Walsh, 2024. "Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study," Papers 2405.02849, arXiv.org.
    2. Gunter Meissner & Seth Rooder & Kristofor Fan, 2013. "The impact of different correlation approaches on valuing credit default swaps with counterparty risk," Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1903-1913, December.

  2. Albanese, Claudio & Vidler, Alicia, 2007. "A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs," MPRA Paper 5227, University Library of Munich, Germany, revised 09 Sep 2007.

    Cited by:

    1. Claudio Albanese, 2011. "Kernel Convergence Estimates For Diffusions With Continuous Coefficients," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 14(07), pages 979-1004.
    2. Albanese, Claudio & Vidler, Alicia, 2008. "Dynamic Conditioning and Credit Correlation Baskets," MPRA Paper 8368, University Library of Munich, Germany, revised 21 Apr 2008.
    3. Claudio Albanese & Stéphane Crépey & Stefano Iabichino, 2023. "Quantitative reverse stress testing, bottom up," Quantitative Finance, Taylor & Francis Journals, vol. 23(5), pages 863-875, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 2007-10-13
  2. NEP-RMG: Risk Management (1) 2007-10-13

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