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2016 Artikel Quantiles as Markov morphisms: a copula and mass transportation approach
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Quantiles as Markov morphisms: a copula and mass transportation approach. Coauthor: O. P. Faugeras. Preprint (2016)
Existiert in
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Ludger Rüschendorf
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Contents
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2016 Artikel VaR bounds in models with partial dependence information on subgroups
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VaR bounds in models with partial dependence information on subgroups. Coauthor: J. Witting. Preprint (2016).
Existiert in
Emeriti
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Ludger Rüschendorf
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Contents
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2016 Bild Wahrscheinlichkeitstheorie Vorderseite
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Wahrscheinlichkeitstheorie,
Springer-Lehrbuch Masterclass,
Springer Verlag, 2016,
Language: german,
ISBN 978-3-662-48936-9 (print),
ISBN 978-3-662-48937-6 (online),
doi:0.1007/978-3-662-48937-6
Existiert in
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Ludger Rüschendorf
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Contents
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2016 pdf Artikel Comparison and extension of VaR bounds for joint portfolios
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Comparison and extension of VaR bounds for joint portfolios. Preprint (2016) (pdf). Coauthor:G. Puccetti, D. Manko.
Existiert in
Emeriti
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Ludger Rüschendorf
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Contents
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2016 pdf Risk bounds and partial dependence information.
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Risk bounds and partial dependence information. Preprint (2016) (pdf)
Existiert in
Emeriti
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Ludger Rüschendorf
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Contents
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2016 pdf Wahrscheinlichkeitstheorie Inhaltsverzeichnis
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Wahrscheinlichkeitstheorie,
Springer-Lehrbuch Masterclass,
Springer Verlag, 2016,
Language: german,
ISBN 978-3-662-48936-9 (print),
ISBN 978-3-662-48937-6 (online),
Existiert in
Emeriti
/
Ludger Rüschendorf
/
Contents
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2016 pdf Workshop in honor of Ludger Rüschendorf 12-13.02.2016
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Existiert in
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Ludger Rüschendorf
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Contents
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2017 Artikel A multiple-curve Lévy forward rate model in a two-price economy
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A multiple-curve Lévy forward rate model in a two-price economy.
Quantitative Finance (2017) (with Ch. Gerhart)
The Version of Record of this manuscript has been published and is
available in Quantitative Finance 2017
http://www.tandfonline.com/10.1080/14697688.2017.1384558
Existiert in
Emeriti
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Ernst Eberlein
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Inhalte
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2017 Artikel Risk bounds with additional information on fuctionals of the risk vector
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Risk bounds with additional information on fuctionals of the risk vector. Preprint (November 2017) (pdf)
Existiert in
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Ludger Rüschendorf
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Contents
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2017 Artikel Risk excess measures induced by hemi-metrics
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Risk excess measures induced by hemi-metrics. Coauthor: O. P. Faugera. Preprint (2017) (pdf)
Existiert in
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Contents
