The Basel II Risk Paramters - Engelmann, Rauhmeier

The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management

2. Auflage

Bernd Engelmann, Robert Rauhmeier

ISBN 978-3-642-16113-1
Erschienen im Springer-Verlag

Fat-Tailed and Skewed Asset Return Distributions - Rachev, Menn, Fabozzi

Fat-Tailed and Skewed Asset Return Distributions

Implications for Risk Management, Portfolio Selection, and Option Pricing

Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi

ISBN 978-0-471-71886-4
Erschienen im Verlag Wiley Finance - John Wiley & Sons

A Hybrid Commodity and Interest Rate Market Model - Pilz, Schlögl

A Hybrid Commodity and Interest Rate Market Model

Research Paper 261 - University of Technology Sydney

K. F. Pilz, E. Schlögl

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A Hybrid Commodity and Interest Rate Market Model - Pilz, Schlögl

A Stochastic Approach to the Valuation of Barrier Options in Heston's Stochastic Volatility Model

University of Technology Sydney

Susanne A. Griebsch, Kay F. Pilz

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Calibration of the Heston Stochastic Local Volatility Model - Engelmann, Koster, Oeltz

Calibration of the Heston Stochastic Local Volatility Model: A Finite Volume Scheme

Bernd Engelmann, Frank Koster, Daniel Oeltz

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A Generic Approach to Manage Gap Risk

A Generic Approach to Manage Gap Risk

Frank Koster, Daniel Oeltz

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Bewertung und Nominierung von Gas Bezugsverträgen _ Menn, Oeltz

Bewertung und Nominierung von Gas Bezugsverträgen

Christian Menn, Daniel Oeltz

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Forward Fitting to Quotes of American Options - Koster, Menn, Oeltz

Forward Fitting to Quotes of American Options

Frank Koster, Christian Menn, Daniel Oeltz

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Calibrating a Market Model to Commodity and Interest Rate Risk - Karlsson, Pilz, Schlögl

Calibrating a Market Model to Commodity and Interest Rate Risk

Patrik Karlsson, Kay F. Pilz, Erik Schlögl

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Calibrating a Market Model to Commodity and Interest Rate Risk - Karlsson, Pilz, Schlögl

CVA under accounting standards and Basel III. FIRM Jahrbuch 2013

S.E. Engelbrecht, F. Müller

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Calibrating a Market Model to Commodity and Interest Rate Risk - Karlsson, Pilz, Schlögl

Standardregulierung und Interne-Modelle-Methoden

S.E. Engelbrecht, A. Reif
In: C. Wehn, S. Ludwig, M.R.W. Martin (eds.), Kontrahentenrisiko. Schäffer-Poeschel.

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Calibrating a Market Model to Commodity and Interest Rate Risk - Karlsson, Pilz, Schlögl

Technische Umsetzung einer integrierten Kontrahentenrisiko-Plattform

S.E. Engelbrecht, S. Ludwig
In: C. Wehn, S. Ludwig, M.R.W. Martin (eds.), Kontrahentenrisiko. Schäffer-Poeschel.

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Calibrating a Market Model to Commodity and Interest Rate Risk - Karlsson, Pilz, Schlögl

Markov decision processes with delays and asynchronous cost collections.
IEEE Transactions on Automatic Control, 48 (4), 568- 574

K.V. Katsikopoulos, S.E. Engelbrecht, 2003

Calibrating a Market Model to Commodity and Interest Rate Risk - Karlsson, Pilz, Schlögl

Planning with delayed state information.
University of Massachusetts Technical Report CS-1999-030

S.E. Engelbrecht, K.V. Katsikopoulos (1999)

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Calibrating a Market Model to Commodity and Interest Rate Risk - Karlsson, Pilz, Schlögl

Reinforcement learning with stability guarantees.
University of Massachusetts Technical Report CS-2000-006

P.J. Perkins, S.E. Engelbrecht, A.G. Barto (1999)

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THE UNDERSHOOT BIAS: Learning to Act Optimally Under Uncertainty

THE UNDERSHOOT BIAS:
Learning to Act Optimally Under Uncertainty

Sascha E. Engelbrecht, Neil E. Berthier, and Laura P. O’Sullivan (2003)

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Sascha E. Engelbrecht: Minimum Principles in Motor Control

Minimum Principles in Motor Control

Sascha E. Engelbrecht (2001)

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