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Exponential utility indifference valuation in a general semimartingale model

Frei, Christoph; Schweizer, Martin - In: Optimality and risk - modern trends in mathematical …, (pp. 49-86). 2009

Persistent link: https://www.econbiz.de/10003948452

Business Transformation Outsourcing im Banking : ein strategischer Ansatz zur Auslagerung geschäftskritischer Prozesse

Frei, Christoph - 2005

Persistent link: https://www.econbiz.de/10002524722

Open banking : opportunities and risks

Frei, Christoph - In: The Fintech Disruption : How Financial Innovation Is …, (pp. 167-189). 2023

Persistent link: https://www.econbiz.de/10014231291

A new approach to risk attribution and its application in credit risk analysis

Frei, Christoph - In: Risks : open access journal 8 (2020) 2/65, pp. 1-13

How can risk of a company be allocated to its divisions and attributed to risk factors? The Euler principle allows for an economically justified allocation of risk to different divisions. We introduce a method that generalizes the Euler principle to attribute risk to its driving factors when...

Persistent link: https://www.econbiz.de/10012293012