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~person:"Overbeck, Ludger"
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Overbeck, Ludger
Stiglitz, Joseph E.
60
Barnett, William A.
53
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52
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52
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52
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Applied quantitative finance
4
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Handbuch ökonomisches Kapitel
1
Measuring risk in complex stochastic systems
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Risk management : a modern perspective
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Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, M.
- In:
Applied quantitative finance
,
(pp. 93-111)
.
2017
Persistent link: https://www.econbiz.de/10011794955
Saved in:
2
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
Saved in:
3
Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
Saved in:
4
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, Maria
- In:
Applied quantitative finance
,
(pp. 139-159)
.
2009
Persistent link: https://www.econbiz.de/10003746012
Saved in:
5
Risikomanagement mit spektralen Risiko- und Allokationsmaßen
Overbeck, Ludger
- In:
Handbuch ökonomisches Kapitel
,
(pp. 305-318)
.
2008
Persistent link: https://www.econbiz.de/10003752319
Saved in:
6
Integration of credit and market risk
Overbeck, Ludger
- In:
Risk management : a modern perspective
,
(pp. 341-365)
.
2006
Persistent link: https://www.econbiz.de/10003271420
Saved in:
7
Systematic risk in homogeneous credit portfolios
Bluhm, Christian
;
Overbeck, Ludger
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 35-48)
.
2003
Persistent link: https://www.econbiz.de/10002001344
Saved in:
8
Allocation of economic capital in loan portfolios
Overbeck, Ludger
- In:
Measuring risk in complex stochastic systems
,
(pp. 1-17)
.
2000
Persistent link: https://www.econbiz.de/10001579693
Saved in:
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