Klaassen, Pieter.
VIAF ID: 164743707 (Personal)
Permalink: http://viaf.org/viaf/164743707
Preferred Forms
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100 1 _
‡a
Klaassen, Pieter
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100 1 _
‡a
Klaassen, Pieter
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100 1 _
‡a
Klaassen, Pieter
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100 1 _ ‡a Klaassen, Pieter
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100 1 _
‡a
Klaassen, Pieter
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100 1 _
‡a
Klaassen, Pieter.
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100 1 _ ‡a Klaassen, Pieter.
4xx's: Alternate Name Forms (3)
5xx's: Related Names (5)
- 510 2 _
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ABN AMRO Holding
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Affiliation
- 510 2 _
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Econometrisch Instituut
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Rotterdam
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Affiliation
- 510 2 _
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Tinbergen Instituut
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Affiliation
- 510 2 _
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UBS
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Group Risk Control
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Affiliation
- 510 2 _
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Vrije Universiteit Amsterdam
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Affiliation
Works
| Title | Sources |
|---|---|
| Discrete versus continuous state switching models for portfolio credit risk |
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| Economic capital : how it works and what every manager needs to know |
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| Kangaeru risuku kanri no jissen : Fukakujitsuseika ni okeru keizai shihon no katsuyō ni mukete |
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| no2002088219 |
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| The performance of multi-factor term structure models for pricing and hedging caps and swaptions |
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| Pro-cyclicality, empirical credit cycles, and capital buffer formation |
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| Stochastic programming models for interest-rate risk management, 1994: |
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| 「考えるリスク管理」の実践 : 不確実性下における経済資本の活用に向けて |
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