Janine Mukuddem-Petersen

Available identifiers

Publication	Date of Publication	Type
Basel III and asset securitization	2019-07-05	Paper
Stochastic control of credit default insurance for subprime residential mortgage-backed securities	2014-11-24	Paper
Basel III and the net stable funding ratio	2014-11-11	Paper
Subprime mortgage funding and liquidity risk	2014-09-05	Paper
Optimal originator valuation and the global financial crisis	2013-09-04	Paper
Bank liquidity and the global financial crisis	2012-08-06	Paper
Subprime risk and insurance with regret	2011-02-09	Paper
Optimal mortgage loan securitization and the subprime crisis	2010-01-29	Paper
Did bank capital regulation exacerbate the subprime mortgage crisis?	2009-11-23	Paper
Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord	2009-04-01	Paper
Optimizing asset and capital adequacy management in banking	2008-06-04	Paper
Minimizing banking risk in a Lévy process setting	2008-02-20	Paper
Maximizing banking profit on a random time interval	2008-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q5422579	2007-10-29	Paper
Continuous-time stochastic modelling of capital adequacy ratios for banks	2007-05-29	Paper
Bank management via stochastic optimal control	2006-10-05	Paper

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