Browsen in EconStor gesamt nach Autor:innen Packham, Natalie
Zeige Ergebnisse 1 bis 20 von 20
| Erscheinungsjahr | Titel | Autor:innen |
| 2008 | Latin hypercube sampling with dependence and applications in finance | Packham, Natalie; Schmidt, Wolfgang M. |
| 2009 | Credit dynamics in a first passage time model with jumps | Packham, Natalie; Schlögl, Lutz; Schmidt, Wolfgang M. |
| 2009 | Credit gap risk in a first passage time model with jumps | Packham, Natalie; Schlögl, Lutz; Schmidt, Wolfgang M. |
| 2012 | Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall | Mehmke, Fabian; Cremers, Heinz; Packham, Natalie |
| 2013 | Determinants of the onshore and offshore Chinese Government yield curves | Loechel, Horst; Packham, Natalie; Walisch, Fabian |
| 2014 | Default probabilities and default correlations under stress | Packham, Natalie; Kalkbrener, Michael; Overbeck, Ludger |
| 2014 | Incentive schemes, private information and the double-edged role of competition for agents | Bannier, Christina E.; Feess, Eberhard; Packham, Natalie |
| 2016 | Incentive schemes, private information and the double-edged role of competition for agents | Bannier, Christina; Feess, Eberhard; Packham, Natalie; Walzl, Markus |
| 2016 | The funding of small and medium companies by shadow-banks in China | Löchel, Horst; Packham, Natalie; Hölzl, Eugen |
| 2018 | Correlation Under Stress In Normal Variance Mixture Models | Kalkbrener, Michael; Packham, Natalie |
| 2018 | Default probabilities and default correlations under stress | Packham, Natalie; Kalkbrener, Michael; Overbeck, Ludger |
| 2018 | Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present | Packham, Natalie |
| 2018 | Model risk of contingent claims | Detering, Nils; Packham, Natalie |
| 2018 | Tail-Risk Protection Trading Strategies | Packham, Natalie; Papenbrock, Jochen; Schwendner, Peter; Woebbeking, Fabian |
| 2018 | A factor-model approach for correlation scenarios and correlation stress-testing | Packham, Natalie; Woebbeking, Fabian |
| 2020 | Differentiation and Risk-Aversion in Imperfectly Competitive Labor Markets | Bannier, Christina E.; Feess, Eberhard; Packham, Natalie; Walzl, Markus |
| 2020 | Structured climate financing: valuation of CDOs on inhomogeneous asset pools | Packham, Natalie |
| 2021 | Hedging cryptos with Bitcoin futures | Liu, Francis; Packham, Natalie; Lu, Meng-Jou; Härdle, Wolfgang |
| 2021 | Correlation scenarios and correlation stress testing | Packham, Natalie; Woebbeking, Fabian |
| 2021 | Hedging cryptocurrency options | Matic, Jovanka; Packham, Natalie; Härdle, Wolfgang |
