Journals

• Original research

Modeling operational risk data reported above a time-varying threshold

• 19 Jun 2009

• Original research

Operational risk management with process control and business process modeling

• 19 Jun 2009

• Original research

The credit crunch of 2007: what went wrong? Why? What lessons can be learned?

• 19 Jun 2009

• Original research

Credit value adjustment for credit default swaps via the structural default model

• 19 Jun 2009

• Original research

Measuring and managing risk in innovative financial instruments

• 19 Jun 2009

• Original research

Balance sheet exposures leading towards the credit crunch in global investment banks

• 19 Jun 2009

• Original research

The re-emergence of distressed exchanges in corporate restructurings

• 19 Jun 2009

• Original research

Toward a clear understanding of the systemic risks of large institutions

• 19 Jun 2009

• Original research

Underwriting versus economy: a new approach to decomposing mortgage losses

• 19 Jun 2009

• Original research

Tail-risk management: an investor's perspective

• 19 Jun 2009

• Original research

Dynamic mean-variance portfolio analysis under model risk

• 16 Jun 2009

• Original research

A multilevel approach to control variates

• 16 Jun 2009

• Original research

American options in Lévy models with stochastic interest rates

• 16 Jun 2009

• Original research

Life-cycle asset allocation and consumption using stochastic linear programming

• 16 Jun 2009

• Original research

Market power in the German wholesale electricity market

Research Papers

• 15 Jun 2009

• Original research

Development of open source software for power market research: the AMES test bed

Research Papers

• 15 Jun 2009

• Original research

Impacts of regulatory announcements on CO 2 prices

Research Papers

• 15 Jun 2009

• Original research

Pricing of hourly exercisable electricity swing options using different price processes

Research Papers

• 15 Jun 2009

• Original research

Estimating the lognormal-gamma model of operational risk using the Markov chain Monte Carlo method

• 31 Mar 2009