Statistics
Publications
8
Citations
272
H-Index
8
Active since
2006
Michael Pykhtin is an author at Federal Reserve specializing in financial economics, finance, and credit risk.
Publications per year
2006–2017
8
8
A Guide to Modeling Counterparty Credit Risk
Steven H. Zhu, Michael Pykhtin · 2008 · 109 citations
Business, Finance, Risk Management +17
Rethinking the margin period of risk
Leif B. G. Andersen, Michael Pykhtin, Alexander Sokol · The Journal of Credit Risk · 2017 · 24 citations
Management, Finance, Risk Management +14
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