Peter Grundke
From MaRDI portal
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
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