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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
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Credit portfolio correlations and uncertainty

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2012

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 57
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
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Ausfallrisiko

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2008

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 48
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
Huschens, Stefan [Other]

Country default probabilities - assessing and backtesting

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2006

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 46
Höse, Steffi [Author] ; Huschens, Stefan [Other]; Wania, Robert [Other]

Rating migrations

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2008

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 47
Huschens, Stefan [Author]

Chance (odd) versus Wahrscheinlichkeit (probability)

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Dresden: Technische Universität Dresden, Fakultät Wirtschaftswissenschaften, 16. August 2016

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 63
Huschens, Stefan [Author]

Einführung in die Ökonometrie

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Dresden: Technische Universität Dresden, Fakultät Wirtschaftswissenschaften, 1. Februar 2017

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 69
Huschens, Stefan [Author]

Literaturauswahl zur Statistik

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Dresden: Technische Universität Dresden, Fakultät Wirtschaftswissenschaften, 16. August 2016

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 65
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]

Stetigkeit in der Statistik

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Dresden: Technische Universität Dresden, Fakultät Wirtschaftswissenschaften, 16. August 2016

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 64
Huschens, Stefan [Author]

Theorie und Methodik der Statistik

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Dresden: Technische Universität Dresden, Fakultät Wirtschaftswissenschaften, 4. Februar 2017

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 70
Huschens, Stefan [Author]

Kann es Rückzahlungswahrscheinlichkeiten von 100% geben?

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

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 53
Huschens, Stefan [Author]

Backtesting von Ausfallwahrscheinlichkeiten

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2004

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 40
Huschens, Stefan [Author]

Dreizehn Korrelationen in Kreditrisikomodellen

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2004

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 41
Huschens, Stefan [Author] ; Vogl, Konstantin [Other]; Wania, Robert [Other]

Estimation of default probabilities and default correlations

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2003

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 36
Huschens, Stefan [Author]

Faktorstruktur und Marktmodelle

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2004

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 42
Huschens, Stefan [Author] ; Stahl, Gerhard [Other]

A general framework for IRBA backtesting

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2004

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 39

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