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An academic response to Basel...
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Theorie
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Embrechts, Paul
6
Kaufmann, Roger
2
Rüschendorf, Ludger
2
Chavez-Demoulin, Valérie
1
Chavez‐Demoulin, Valérie
1
Furrer, Hansjörg
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The Oxford handbook of credit derivatives
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Handbook of financial time series
1
Handbook of heavy tailed distributions in finance
1
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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Risk measures for portfolio vectors and allocation of risks
Rüschendorf, Ludger
- In:
Risk assessment : decisions in banking and finance
,
(pp. 153-164)
.
2008
Persistent link: https://www.econbiz.de/10003781638
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2
How to model operational risk if you must
Embrechts, Paul
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 81)
.
2007
Persistent link: https://www.econbiz.de/10003470262
Saved in:
3
Construction and hedging of optimal payoffs in Lévy models
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 331-377)
.
2016
Persistent link: https://www.econbiz.de/10011800386
Saved in:
4
Ruin theory revisited : stochastic models for operational risk
Embrechts, Paul
;
Kaufmann, Roger
;
Samorodnitsky, Gennady
- In:
Risk management for central bank foreign reserves
,
(pp. 243-261)
.
2004
Persistent link: https://www.econbiz.de/10002111520
Saved in:
5
Different kinds of risk
Embrechts, Paul
;
Furrer, Hansjörg
;
Kaufmann, Roger
- In:
Handbook of financial time series
,
(pp. 729-751)
.
2009
Persistent link: https://www.econbiz.de/10003834220
Saved in:
6
Modelling dependence with copulas and applications to risk management
Embrechts, Paul
;
Lindskog, Filip
;
McNeil, Alexander J.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 329-384)
.
2003
Persistent link: https://www.econbiz.de/10001882115
Saved in:
7
An EVT primer for credit risk
Chavez-Demoulin, Valérie
;
Embrechts, Paul
- In:
The Oxford handbook of credit derivatives
,
(pp. 500-532)
.
2011
Persistent link: https://www.econbiz.de/10014565541
Saved in:
8
An EVT Primer for Credit Risk
Chavez‐Demoulin, Valérie
;
Embrechts, Paul
- In:
The Oxford handbook of credit derivatives
.
2012
Persistent link: https://www.econbiz.de/10012881998
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