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person:"Koedijk, Kees"
subject:"Portfolio-Management"
~isPartOf:"Finance and stochastics"
~person:"Embrechts, Paul"
~person:"Wilkens, Marco"
~subject:"Basel Accord"
~subject:"Basel II"
~subject:"Multivariate distribution"
~subject:"Zinstermingeschäft"
~subject:"Zinsänderungsrisiko"
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Koedijk, Kees
Embrechts, Paul
Wilkens, Marco
Wang, Ruodu
3
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Finance and stochastics
Journal of banking & finance
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Neue betriebswirtschaftliche Studienbücher
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Operations research
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Basel Committee on Banking Supervision (2003): The New Basel Capitol Accord, Consultativ Paper
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Handbook of heavy tailed distributions in finance
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Journal of international money and finance
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Katholische Universität Eichstätt-Ingolstadt, School of Management, Chair of Finance and Banking - Publikationen
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Katholische Universität Eichstätt-Ingolstadt, School of Management, Chair of Finance and Banking, Prof. Wilkens - Publikationen
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Kreditwesen ; S. 55-60 (2002)
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Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
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Princeton series in finance
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Risks : open access journal
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Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
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2
Using copulae to bound the Value-at-Risk for functions of dependent risks
Embrechts, Paul
;
Höing, Andrea
;
Juri, Alessandro
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10001762730
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