Michael Kalkbrener - Info zur Person mit Bilder, News & Links

	Frankfurt

	Institute Deutsche Bank University Universität Zitiert Gröbner Mathematics Finance Natalie Packham Bases Mathematical Sciences

News

Federal Reserve Bank of Boston

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Michael Kalkbrener, Vice President, Risk Analytics , Instruments, Deutsche Bank (presentation: Deutsche Bank's AMA Model). Marc Leipoldt, Senior Risk ...

ICMA Centre

www.icmacentre.ac.uk

Michael Kalkbrener is vice president in the Risk Analytics and Instruments department of Deutsche Bank and specializes in developing risk measurement and…

National Institute of Statistical Sciences

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Michael Kalkbrener, Deutsche Bank Nicholas Kiefer, Professor of Economics ... Michael Kalkbrener. 11:45 Statistical View of Financial Risk David Hand. 12:

Netzwerk-Profile

Risk.net

www.risk.net

— Articles by Michael Kalkbrener · A sensitivity analysis of the alpha factor · Operational risk measurement beyond the loss distribution approach: ...

GitHub - zigazupancic/risk_analytics: Slides and code for risk...

github.com

Slides and code for risk analytics / quantitative risk management workshops - GitHub - zigazupancic/risk_analytics: Slides and code for risk analytics /...

Business-Profile

Massachusetts Institute of Technology

web.mit.edu

... Michael Kalkbrener and Daniel Mall}, title = {Converting Bases with the {G}r{\"o}bner Walk.}, journal = {J. Symb. Comput.}, volume = {24}, number = {3/4} ...

Private Homepages

von M Kalkbrener · Zitiert von: 91 — Michael Kalkbrener. *. Jan Willing. Э. Abstract. Risk management of non-maturing liabilities is a relatively unstudied issue of significant practical importance Seiten·416 KB

Contact | HWR Berlin

www.hwr-berlin.de

Ø§Ù„ÙˆÙŠØ¨Stress testing of credit portfolios in light- and heavy-tailed models (with Michael Kalkbrener), Journal of Risk Management in Financial Institutions, 8:1 (2015), Model risk in â€¦

Ausbildung

ELEVENTH ANNUAL CAP WORKSHOP ON DERIVATIVE SECURITIES AND RISK...

www.cap.columbia.edu

Friday, November 5, Columbia University, New York City.

Herkunft

Bruno Buchberger - The Mathematics Genealogy Project

www.genealogy.math.ndsu.nodak.edu

Michael Kalkbrener: Johannes Kepler Universität Linz: 1991: Laura Kovacs: Johannes Kepler Universität Linz: 2007: Klaus Kusche: Johannes Kepler Universität Linz

Bücher

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Three Contributions to Elimination Theory

von Michael Kalkbrener, 1992, Broschiert

Three Contributions to Elimination Theory. (= Dissertationen der Johannes-Kepler-Universität Linz ; 96).

von Michael Kalkbrener, Wien : VWGÖ,, 1992, Taschenbuch

Booklooker

www.booklooker.de

(= Dissertationen der Johannes-Kepler-Universität Linz ; 96). Michael Kalkbrener. Wien, VWGÖ. , ISBN: Zustand: gebraucht; sehr gut. 19,00 €

Taylor & Francis Online

www.tandfonline.com

An axiomatic characterization of capital allocations of coherent risk measures. Michael Kalkbrener Deutsche Bank AG, Risk Analytics and Instruments, Theodor ...

Dokumente zum Namen

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arXivhttps://arxiv.org › math › math.PRProbability authors/titles Mar (300 skipped)

arxiv.org

Authors: Michael Kalkbrener, Natalie Packham. Subjects: Risk Management (q-fin.RM); Probability (math.PR). [375] arXiv: (cross-list from cond-mat ...

SSRNhttps://papers.ssrn.com › papersA Sensitivity Analysis of the Alpha Factor

papers.ssrn.com

von M Einemann · · Zitiert von: 1 — Michael Kalkbrener. Deutsche Bank AG - Risk Management. Date Written: July 4, Abstract. In the credit risk weighted assets formula for ...

Wiley Online Library

onlinelibrary.wiley.com

von M Kalkbrener · · Zitiert von: 392 — ... Michael Kalkbrener,. Michael Kalkbrener. Deutsche Bank AG. Search for more papers by this author · Michael Kalkbrener,. Michael Kalkbrener.

Department of Mathematics, University of Texas at Austin

web.ma.utexas.edu

Risk management of non-maturing liabilities. Michael Kalkbrener, Jan Willing. Risk management of non-maturing liabilities is a relatively unstudied issue of ...

Wissenschaftliche Veröffentlichungen

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Justus-Liebig-Universität Gießen

www.uni-giessen.de

28. with Eduard Kromer: A note on optimal risk sharing on L^p spaces. Submitted (2015) with Michael Kalkbrener, Natalie Packham: Asymptotic behaviour of

DBLPhttps://dblp.org › PersonsMichael Kalkbrener

dblp.org

List of computer science publications by Michael Kalkbrener Michael Kalkbrener, Moss Sweedler, L. Taylor: Low Degree Solutions to Linear Equations with K[x] ...

dblp: Journal of Applied Probability, Volume 53

dblp2.uni-trier.de

Bibliographic content of Journal of Applied Probability, Volume 53

Publikationen — Mathematisches Institut

www.uni-giessen.de

Publikationen; CV; Prof. Dr. Dr. h. c. Winfried Stute; Wissenschaftliche Mitarbeiter; Sekretariat; with Michael Kalkbrener, Natalie Packham: Asymptotic ...

Veröffentlichungen allgemein

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EconPapers

econpapers.repec.org

von M Kalkbrener · · Zitiert von: 91 — By Michael Kalkbrener and Jan Willing; Risk management of non-maturing liabilities.

Springer

link.springer.com

von M Kalkbrener · · Zitiert von: 10 — Michael Kalkbrener. 52 Accesses. 1 Citation. Explore all metrics. Abstract. In ... Michael Kalkbrener. Authors. Michael Kalkbrener. View author publications. You ...

Amanote Research

research.amanote.com

List of publications in which the name of Michael Kalkbrener appears. Annotate and manage publications with Amanote.

FIRM e.V.

www.firm.fm

... Michael Kalkbrener | Natalie Packham. Standardised and comprehensive risk classification based on the. “Value at Risk” approach Ralf Kauther | Arndt Völkle.

Artikel & Meinungen

Wikipedia: Triangular decomposition - Wikipedia

In computer algebra, a triangular decomposition of a polynomial system S is a set of simpler In the early 90's, the notion of a regular chain, introduced independently by Michael Kalkbrener in in his PhD Thesis and, by Lu Yang and ...

List of #FRM Core Readings

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To help you with extra readings for #FRM prep, here is a compilation of books, articles, etc. that are sure to help you pass the #FRM with flying colors!

Sonstiges

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Google Scholar

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Michael Kalkbrener. Director, Deutsche Bank. ยืนยันอีเมลแล้วที่ kalkbrener.at - หน้าแรก · Computer AlgebraMathematical Finance. บทความอ้างโดย ...

ResearchGate

www.researchgate.net

Michael Kalkbrener's 10 research works with 275 citations and 178 reads, including: On the Complexity of Gröbner Bases Conversion.

American Mathematical Society

www.ams.org

von D Wang · · Zitiert von: 13 — Michael Kalkbrener, Solving systems of algebraic equations by using Gröbner bases, EUROCAL '87 (Leipzig, 1987) Lecture Notes in Comput. Sci., vol

Berkeley Mathematics Department

math.berkeley.edu

Michael Kalkbrener · Anna Bigatti · Francisco Santos · Felix Ulmer · Irena Peeva · James Pommersheim · Allen Knutson · Xenia Kramer · John McDonald · Frank ...

DefaultRisk.com

www.defaultrisk.com

Michael Kalkbrener of Deutsche Bank AG, and. Ludger Overbeck of Universität Giessen (381K PDF) pages -- March 31, [Home] [AMS Classification].

Max Planck Institute for Mathematics in the Sciences

www.mis.mpg.de

Michael Kalkbrener and Bernd Sturmfels. Initial complexes of prime ideals. In: Advances in mathematics, 116 (1995) 2, pp BibTex · DOI: aima ...

RiskNET.de

www.risknet.de

... Michael Kalkbrener | Natalie Packham. Standardised and comprehensive risk classification based on the. “Value at Risk” approach Ralf Kauther | Arndt Völkle.

Scite.ai

scite.ai

An Axiomatic Approach to Capital Allocation. Michael Kalkbrener. Abstract: Capital allocation techniques are of central importance in portfolio management ...

Semantic Scholar

www.semanticscholar.org

... Michael Kalkbrener and Hans Lotter and Ludger Overbeck}, year={2003}, url={https://api.semanticscholar.org/CorpusID: } }. M. Kalkbrener, H. Lotter, L ...

The Mathematics Genealogy Project

www.mathgenealogy.org

Michael Kalkbrener. MathSciNet. Ph.D. Johannes Kepler Universität Linz Austria. Dissertation: Three Contributions to Elimination Theory. Advisor: Bruno ...

UNM Department of Mathematics and Statistics

math.unm.edu

(Michael Kalkbrener); Zero Decomposition for Theorem Proving in Geometry (Dongming Wang); Geometric Reasoning and Resultants (Deepak Kapur); Probabilistic ...

X-MOLhttps://www.x-mol.com › paperA sensitivity analysis of the alpha factor,Journal of Credit Risk

www.x-mol.com

Michael Einemann , Michael Kalkbrener. In the credit risk weighted assets formula for derivatives, the exposure-at-default is scaled by a multiplier: the so ...

asf.com.pt

www.asf.com.pt

An axiomatic approach to capital allocation / Michael Kalkbrener. IN: "Mathematical Finance". - ISSN V. 15, nº 3 (July 2005), p

bg-rams.ac.at

www.bg-rams.ac.at

Christian Bammer, Thomas Brabec, Hilmar Gamper, Richard Hopf, Michael Kalkbrener, Thomas Kopecky, Norbert Kreft, Michael Malek, Gerald Mistelberger, Andreas ...

wang.cc4cm.org

Michael Kalkbrener Department of Mathematics ETH Zurich CH Zurich Switzerland .ch · Dongming Wang LEIBNIZ-IMAG-CNRS 46, avenue Félix ...

公務出國報告資訊網

report.nat.gov.tw

Michael Kalkbrener. Risk and Capital Management. Risk Analytics & Instruments. Practical Techniques for the Management and Measurement of OR. Financial ...

Natalie Packham

www.packham.net

— Stress testing of credit portfolios in light- and heavy-tailed models (with Michael Kalkbrener), Journal of Risk Management in Financial ...

Esther Baumann posted on LinkedIn

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Stefan Hirschmann, Robert Huebner, Peter Jeuck, Michael Kalkbrener, Thilo Kasprowicz, Eckart Koerner, Marc Koehne, Hans-Werner Ladynski, Dr. Stefan Hirschmann, Robert Huebner, Peter Jeuck, Michael Kalkbrener, Thilo Kasprowicz, Eckart Koerner, Marc Koehne, Hans-Werner Ladynski, Dr.