Graduate School of Economics, Kyoto University
Rusudan Kevkhishvili is from Tbilisi, Georgia, and currently works as a senior lecturer at the Graduate School of Economics, Kyoto University. She obtained a doctoral degree in economics from Kyoto University in March 2019. Her research interests are in financial engineering and applied probability, focusing on diffusion processes and their applications in credit risk modelling and derivative pricing. Her work has been published in the Journal of Banking and Finance, Mathematical Finance, and Finance and Stochastics.
Articles by Rusudan Kevkhishvili
A new approach to detecting change in credit quality
The author presents a new, computationally simple framework for quantifying and detecting changes in established companies' corporate credit quality.