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Applied quantitative finance : theory and computational tools
Härdle, Wolfgang; Stahl, Gerhard - 2002
Persistent link: https://www.econbiz.de/10001676122
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Mathematical framework for integrating market and credit risk
Kiesel, Rüdiger; Liebmann, Thomas; Stahl, Gerhard - In: Risk management : a modern perspective, (pp. 367-389). 2006
Persistent link: https://www.econbiz.de/10003271426
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On the accuracy of VaR estimates based on the variance-covariance approach
Dave, Rakhal D. - In: Risk measurement, econometrics and neural networks : …, (pp. 189-232). 1998
Persistent link: https://www.econbiz.de/10001305354
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Handbuch Solvency II : von der Standardformel zum internen Modell, vom Governance-System zu den MaRisk VA
Bennemann, Christoph (ed.); Oehlenberg, Lutz (ed.);  … - 2011
Persistent link: https://www.econbiz.de/10009011513
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Model risk as multiplicative risk factor
Huschens, Stefan; Stahl, Gerhard - In: Modern finance and risk management : Festschrift in …, (pp. 247-267). 2022
Persistent link: https://www.econbiz.de/10013336238
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Backtesting von Kreditrisikomodellen
Bühler, Wolfgang; Engel, Christoph; Korn, Olaf; Stahl, … - In: Kreditrisikomanagement : Kernbereiche, Aufsicht und …, (pp. 181-217). 2002
Persistent link: https://www.econbiz.de/10001720337
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Backtesting in Action
Stahl, Gerhard; Traber, Uwe; Dietz, Thomas - In: Kreditrisikomanagement : Kernbereiche, Aufsicht und …, (pp. 219-241). 2002
Persistent link: https://www.econbiz.de/10001720339