Klaassen, Pieter.
VIAF ID: 164743707 (Personal)
Permalink: http://viaf.org/viaf/164743707
Preferred Forms
- 100 1 _ ‡a Klaassen, Pieter
- 100 1 _ ‡a Klaassen, Pieter
- 100 1 _ ‡a Klaassen, Pieter
-
- 100 1 _ ‡a Klaassen, Pieter
- 100 1 _ ‡a Klaassen, Pieter.
-
4xx's: Alternate Name Forms (3)
5xx's: Related Names (5)
- 510 2 _ ‡a ABN AMRO Holding ‡e Affiliation
- 510 2 _ ‡a Econometrisch Instituut ‡g Rotterdam ‡e Affiliation
- 510 2 _ ‡a Tinbergen Instituut ‡e Affiliation
- 510 2 _ ‡a UBS ‡b Group Risk Control ‡e Affiliation
- 510 2 _ ‡a Vrije Universiteit Amsterdam ‡e Affiliation
Works
Title | Sources |
---|---|
Discrete versus continuous state switching models for portfolio credit risk | |
Economic capital : how it works and what every manager needs to know | |
Kangaeru risuku kanri no jissen : Fukakujitsuseika ni okeru keizai shihon no katsuyō ni mukete | |
no2002088219 | |
The performance of multi-factor term structure models for pricing and hedging caps and swaptions | |
Pro-cyclicality, empirical credit cycles, and capital buffer formation | |
Stochastic programming models for interest-rate risk management, 1994: | |
「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 |