List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Copulas, goodness-of-fit tests and measurement of stochastic dependencies before and during the financial crisis Operations Research Proceedings | 2019-09-13 | Paper |
| Crisis and risk dependencies European Journal of Operational Research | 2014-07-27 | Paper |
| Top-down approaches for integrated risk management: how accurate are they? European Journal of Operational Research | 2009-12-21 | Paper |
| Importance sampling for integrated market and credit portfolio models European Journal of Operational Research | 2008-11-20 | Paper |
| Computational aspects of integrated market and credit portfolio models OR Spectrum | 2007-11-14 | Paper |
| On the applicability of a Fourier based approach to integrated market and credit portfolio models | 2007-01-22 | Paper |
| Pricing the risks of default: a note on Madan and Unal Review of Derivatives Research | 2005-01-12 | Paper |
Research outcomes over time
This page was built for person: Peter Grundke
