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dblp: Michael Kalkbrener
dblp.dagstuhl.de
List of computer science publications by Michael Kalkbrener
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 ...
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.
BFS Abstracts: Kalkbrener_Michael-146
www.bacheliercongress.com
Michael Kalkbrener, Jan Willing. Risk management of non-maturing liabilities is a relatively unstudied issue of significant practical importance. Non-maturing ...
arXivhttps://arxiv.org › q-finA Markov approach to credit rating migration conditional on economic ...
arxiv.org
von M Kalkbrener · — Title:A Markov approach to credit rating migration conditional on economic states. Authors:Michael Kalkbrener, Natalie Packham. Download a PDF ...
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 ...
ACM Digital Library
dl.acm.org
Michael Kalkbrener · article. On the complexity of Gröbner bases conversion · Author Picture Michael Kalkbrener. Deutsche Bank AG London, London, UK · research- ...
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 ...
Duke University
users.cs.duke.edu
von E Kaltofen · · Zitiert von: 2 — The bound for a1 follows from a1 = (1 − a2f2 −···− amfm)/f1. Acknowledgement: Thanks to Michael Kalkbrener for pointing out a problem with my earlier ...
SSRNhttps://papers.ssrn.com › papersOperational Risk Measurement Beyond the Loss Distribution ...
papers.ssrn.com
von M Einemann · · Zitiert von: 5 — Michael Kalkbrener. Deutsche Bank AG - Risk Management. Date Written: June 11, Abstract. The loss distribution approach (LDA) has evolved ...
Federal Reserve Bank of Boston
www.bostonfed.org
Michael Kalkbrener. LRC, Risk Analytics & Instruments. Challenges for Operational Risk Measurement and Management. Federal Reserve Bank of Boston, May 14,
An Axiomatic Approach to Capital Allocation by Michael Kalkbrener ::...
papers.ssrn.com
Capital allocation techniques are of central importance in portfolio management and risk-based performance measurement. In this paper we propose an axiom system
Research Institute for Mathematical Sciences, Kyoto University
www.kurims.kyoto-u.ac.jp
von M Kalkbrener · · Zitiert von: 21 — Michael Kalkbrener. Departement Mathematik, ETH-Zentrum, CH Zürich,. Switzerland. Received: June MSC 1991: 13 P 99, 15 A 15, 68 Q 40. Keywords ...
On the aggregation of risk - ProQuest
www.proquest.com
Michael Kalkbrener. Risk Analytics and Instruments, Deutsche Bank, Frankfurt, Germany; . The objective of this paper is to ...
SYPODI - Abstracts
www-sop.inria.fr
First, I investigate a representation for algebraic sets originally proposed by Michael Kalkbrener. This representation gives an alternative to Groebner bases for ...
Verwandte Suchanfragen zu Michael Kalkbrener
Ludger Overbeck Daniel Mall Natalie Packham | Bernd Sturmfels Ralf Kauther Rainer Kalkbrener | Alexander Blaha Martin Hausmann Maria Paeßens |
Personen Vorname "Michael" (149265) Name "Kalkbrener" (2) |
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