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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
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
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
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
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 asset correlations in the asymptotic single risk factor model

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2011

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 54
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2010

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 51
Tillich, Daniel [Author]

Risikomaßzahlen für Kreditportfoliotranchen

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2010

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 52
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
Neisen, Martin [Editor]; Neisen, Martin [Contributor]; Röth, Stefan [Editor]; Röth, Stefan [Contributor] ; Wiley-VCH

Basel IV : the next generation of risk weighted assets

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Weinheim: Wiley-VCH Verlag GmbH & Co. KGaA, [2017]

Published in: Wiley finance
Malz, Allan M. [Author] ; Malz, Allan Martin [Other]

Financial risk management : models, history, and institutions

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Hoboken, NJ [u.a.]: Wiley, 2011

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
Kohlhof, Joachim [Author]; Colina, Gabriela [Author]

Value-at-risk-Management in Banken - [1. Aufl.]

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Idstein: Schulz-Kirchner, 2000
Jorion, Philippe [Author]

Value at risk : the new benchmark for managing financial risk - [3. ed.]

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New York [u.a.]: McGraw-Hill, c 2007
Oehler, Andreas [Author]; Unser, Matthias [Author]

Finanzwirtschaftliches Risikomanagement

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Berlin; Heidelberg: Springer, [2001]

Published in: Springer-Lehrbuch
Möbius, Christian [Author]; Pallenberg, Catherine [Author]

Risikomanagement in Versicherungsunternehmen - [2., erg. Aufl.]

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Berlin; Heidelberg: Springer Gabler, 2013

Published in: BA Kompakt- Lehrbuch
Huschens, Stefan [Author]

Von der Markt- zur Kreditrisikomessung

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

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 3100
Klauck, Kai-Oliver [Editor]

Basel III : vom regulatorischen Rahmen zu einer risikoadäquaten Gesamtbanksteuerung

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Stuttgart: Schäffer-Poeschel, 2012
Monahan, Gregory [Author]

Enterprise risk management : a methodology for achieving strategic objectives

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Hoboken, NJ: Wiley, 2008

Published in: Wiley and SAS business series
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Stochastic orders and non-Gaussian risk factor models

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2011

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 55

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