Narrow search
Showing 81 - 90 of 334
Cover Image
Modellrisiko und Validierung von Risikomodellen : regulatorische Anforderungen, Verfahren und Prozesse
Martin, Marcus R. W. (ed.); Quell, Peter (ed.);  … - 2017 - Zweite, überarbeitete und erweiterte Auflage
Persistent link: https://www.econbiz.de/10011668798
Cover Image
Der FRTB im Überblick
Quell, Peter; Wehn, Carsten - In: Marktrisikoregulierung im Umbruch, (pp. 17-38). 2016
Persistent link: https://www.econbiz.de/10011596617
Cover Image
Back to backtesting : integrated backtesting for value-at-risk and expected shortfall in practice
Wehn, Carsten - In: The journal of risk model validation 12 (2018) 4, pp. 17-39
Persistent link: https://www.econbiz.de/10011992015
Cover Image
Risk management - Analytical risk contributions for non-linear portfolios
Lutz, Helmut; Wehn, Carsten - In: Risk : managing risk in the world's financial markets 25 (2012) 2, pp. 68-72
Persistent link: https://www.econbiz.de/10009835129
Cover Image
Risk management - Analytical risk contributions for non-linear portfolios
Lutz, Helmut; Wehn, Carsten - In: Risk : managing risk in the world's financial markets 25 (2012) 3, pp. 68-72
Persistent link: https://www.econbiz.de/10009844830
Cover Image
Risk management - Event risk modelling for equities - Modelling event risk is an important challenge faced by many institutions because of new regulations. The authors develop an i...
Kehl, Annabelle; Frick, Melanie; Wehn, Carsten - In: Risk : managing risk in the world's financial markets 24 (2011) 2, pp. 90-96
Persistent link: https://www.econbiz.de/10008846134
Cover Image
Rethinking valuation and pricing models : lessons learned from the crisis and future challenges
Wehn, Carsten (contributor) - 2013
Persistent link: https://www.econbiz.de/10009655019
Cover Image
Kontrahentenrisiko : Bewertung, Steuerung, Unterlegung nach Basel III und IFRS
Ludwig, Sven (contributor); Martin, Marcus R. W. (contributor) - 2012
Persistent link: https://www.econbiz.de/10009499035
Cover Image
Kreditderivate und Kreditrisikomodelle : eine mathematische Einführung
Martin, Marcus R. W.; Reitz, Stefan; Wehn, Carsten - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004888465
Cover Image
Handbuch Liquiditätsrisiko : Identifikation, Messung und Steuerung
Bartetzky, Peter (ed.); Gruber, Walter (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10014008487