//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Risk : managing risk in the world's financial markets"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Frey, Rüdiger"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
3
Language
All
Undetermined
3
Author
All
Frey, Rüdiger
3
McNeil, Alexander
3
Nyfeler, Mark
2
Embrechts, Paul
1
Published in...
All
Risk : managing risk in the world's financial markets
Discussion paper / B
9
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Discussion Paper Serie B
6
Mathematical Finance
5
Universität Bonn - Sonderforschungsbereich 303 - Discussion Papers
4
Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
International journal of theoretical and applied finance
3
Journal of banking & finance
3
Universität Bonn - Sonderforschungsbereich 303
3
Finance and Stochastics
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Mathematical methods of operations research
2
Princeton series in finance
2
The journal of credit risk : published quarterly by Incisive Media
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied Mathematical Finance
1
Applied mathematical finance
1
Computational Statistics
1
Discussion paper series / LSE Financial Markets Group
1
Insurance / Mathematics & economics
1
Journal of Banking & Finance
1
Journal of Economic Dynamics and Control
1
Journal of Empirical Finance
1
Mathematical Methods of Operations Research
1
Mathematics and financial economics
1
Nonlinear models in mathematical finance : new research trends in option pricing
1
Papers / arXiv.org
1
Risks
1
Risks : open access journal
1
Statistics & Risk Modeling
1
Universität Bonn - Sonderforschungsbereich 303 - Discussion Papers ; 1997, B-401
1
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
1
WBS Finance Group Research Paper
1
Working Paper
1
more ...
less ...
Source
All
OLC EcoSci
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cutting edge classic from October 2001. Credit risk - Copulas and credit models - Latent variable models of default are used extensively both in internal credit rating methodologie...
Frey, Rüdiger
;
McNeil, Alexander
;
Nyfeler, Mark
- In:
Risk : managing risk in the world's financial markets
49
(
2012
),
pp. 90-94
Persistent link: https://www.econbiz.de/10010012863
Saved in:
2
BOOK REVIEW The ABC of QRM - Quantitative Risk Management: Concepts, Techniques and Tools
McNeil, Alexander
;
Frey, Rüdiger
;
Embrechts, Paul
- In:
Risk : managing risk in the world's financial markets
19
(
2006
)
3
,
pp. 65
Persistent link: https://www.econbiz.de/10007221922
Saved in:
3
Credit risk: Copulas and credit models - Using the copula formalism, the authors demonstrate that latent variable models of default are badly specified using default correlation an...
Frey, Rüdiger
;
McNeil, Alexander
;
Nyfeler, Mark
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
10
,
pp. 111-114
Persistent link: https://www.econbiz.de/10007040652
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->