Mathematics of Financial Risk Measurement and Stochastic Dependence


Project Acronym Projekt Kurzbezeichnung
FAM: WWTF_Bea
 
Project Title (de) Projekttitel (de)
Mathematics of Financial Risk Measurement and Stochastic Dependence
 
Project Title (en) Projekttitel (en)
Mathematics of Financial Risk Measurement and Stochastic Dependence
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 
Funder/Funding Agency Fördergeber
WWTF Wiener Wissenschafts-, Forschu und Technologiefonds
Grant number Förderkennnummer
MA09-005
 

Results 1-2 of 2 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Acciaio, Beatrice ; Penner, Irina Dynamic Risk MeasuresBuchbeitrag Book Contribution 2011
2Acciaio, Beatrice ; Herzel, Stefano An affine intensity model for large credit portfoliosArtikel Article2010