Packham, Natalie
VIAF ID: 80929234 ( Personal )
Permalink: http://viaf.org/viaf/80929234
Preferred Forms
- 100 1 _ ‡a Packham, Natalie
- 100 1 _ ‡a Packham, Natalie
4xx's: Alternate Name Forms (1)
5xx's: Related Names (4)
- 510 2 _ ‡a Frankfurt School of Finance & Management
- 510 2 _ ‡a Frankfurt School of Finance & Management ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Frankfurt School of Finance and Management
- 510 2 _ ‡a Hochschule für Wirtschaft und Recht Berlin ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
Credit gap risk in a first passage model with jumps | |
Hedging strategies under jump-induced market incompleteness | |
Validierung von Konzepten zur Messung des Marktrisikos - insbesondere des Value at Risk und des Expected Shortfall |