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Huschens, Stefan [Author]

Value-at-Risk-Berechnung durch historische Simulation

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2000

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 30
Huschens, Stefan [Author]

Anmerkungen zur Value-at-Risk-Definition

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 1999

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 28
Huschens, Stefan [Author]

Verfahren zur Value-at-Risk-Berechnung

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 1999

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 29
Huschens, Stefan [Author]; Kim, Jeong-Ryeol [Author]

Measuring risk in value-at-risk based on student's t-distribution

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 1998

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 24
Huschens, Stefan [Author]

Value-at-risk-Schlaglichter - [Ausg. 2/1998]

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Dresden: TU, Fak. Wirtschaftswiss., 1998

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 23
Locarek-Junge, Hermann [Author]; Prinzler, Ralf [Author]; Straßberger, Mario [Author]

Die Messung des Marktrisikos von Portefeuilles aus Aktien und Aktienoptionen

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Dresden: Technische Universität, Fakultät Wirtschaftswissenschaften, 2001

Published in: Dresdner Beiträge zur Betriebswirtschaftslehre ; 2001,57
Straßberger, Mario [Author]

Risikokapitalallokation mit Value-at-Risk-Limiten im Handelsbereich einer Bank

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Dresden: Techn. Univ., Fakultät Wirtschaftswiss., 2002

Published in: Dresdner Beiträge zur Betriebswirtschaftslehre ; 2002,68
Butler, Cormac [Author]

Mastering value at risk : a step-by-step guide to understanding and applying VaR

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London [u.a.]: Financial Times Pitman, 1999

Published in: Market editions
Huschens, Stefan [Author]

Risikomaße

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Dresden: Technische Universität Dresden, Fakultät Wirtschaftswissenschaften, 30. Januar 2017

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 68
Allen, Linda [Author]; Boudoukh, Jacob [Author]; Saunders, Anthony [Author]

Understanding market, credit, and operational risk : the value at risk approach - [Reprinted]

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Malden, Mass. [u.a.]: Blackwell, 2005
Huschens, Stefan [Author] ; Kim, Jeong-Ryeol [Other]; Kurz-Kim, Jeong-Ryeol [Other] Technische Universität Dresden Fakultät Wirtschaftswissenschaften

Measuring risk in value-at-risk in the presence of infinite variance

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 1998

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 25
Krüger, Ulrich [Author]; Stötzel, Martin [Author]; Trück, Stefan [Author]

Time series properties of a rating system based on financial ratios

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Frankfurt am Main: Deutsche Bundesbank, 2005

Published in: Deutsche Bundesbank: Discussion paper / 2 ; 2005,14
Schierenbeck, Henner [Author]; Lister, Michael [Author]; Herzog, Matthias [Author]

Risiko-Controlling auf Basis des Value-at-risk-Ansatzes

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Basel: Wirtschaftswissenschaftl. Zentrum der Univ. Basel, 1997

Published in: Universität Basel: WWZ-Forschungsbericht ; 199703
Grayling, Sue [Editor] ; KPMG Peat Marwick MacLintock London, KPMG Peat Marwick London, KPMG London

VAR : understanding an applying Value-at-Risk

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London: Risk Publ., 1997
Rüschendorf, Ludger [Author]

Mathematical risk analysis : dependence, risk bounds, optimal allocations and portfolios

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Berlin; Heidelberg [u.a.]: Springer, 2013

Published in: Springer series in operations research and financial engineering
Jorion, Philippe [Author]

Value at risk : the new benchmark for managing financial risk - [2. ed.]

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New York [u.a.]: McGraw-Hill, 2001
Wehn, Carsten [Author]

Ansätze zur Validierung von Marktrisikomodellen : Systematisierung, Anwendungsmöglichkeiten und Grenzen der Verfahren

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Aachen: Shaker Verl., 2005

Published in: Berichte aus der Mathematik
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for correlations in the asymptotic single risk factor model

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2009

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 50
Saunders, Anthony [Author]; Allen, Linda [Author]

Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms - [3. ed.]

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Hoboken, N.J.: Wiley, c 2010

Published in: Wiley finance series
Straßberger, Mario [Author]

Risikokapitalallokation und Marktpreisrisikosteuerung mit Value-at-Risk-Limiten - [1. Aufl.]

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Lohmar; Köln: Eul, 2002

Published in: Reihe: Finanzierung, Kapitalmarkt und Banken ; 20

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