Peter Grundke

From MaRDI portal
Person:704012

Available identifiers

zbMath Open grundke.peterMaRDI QIDQ704012

List of research outcomes





PublicationDate of PublicationType
Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis2019-09-13Paper
Crisis and risk dependencies2014-07-27Paper
Top-down approaches for integrated risk management: how accurate are they?2009-12-21Paper
Importance sampling for integrated market and credit portfolio models2008-11-20Paper
Computational aspects of integrated market and credit portfolio models2007-11-14Paper
https://portal.mardi4nfdi.de/entity/Q34165532007-01-22Paper
Pricing the risks of default: a note on Madan and Unal2005-01-12Paper

Research outcomes over time

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