Author

Name:
Gonçalo dos Reis
Educations:
Ph D: Humboldt U, Mathematics, 2012
Bachelor: IST, Mathematics, 2004
e-mail:
G.dosReis@ed.ac.uk
URL:
www.maths.ed.ac.uk/∼gdosrei
Article 1:

Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations
Gonçalo dos Reis , M. Pfeuffer , Greig Smith
Quantitative Finance, vol. 20, 2020, p. 1069-1083.

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