Browsing All of EconStor by Author Packham, Natalie


Showing results 1 to 20 of 20
Year of PublicationTitleAuthor(s)
2008Latin hypercube sampling with dependence and applications in financePackham, Natalie; Schmidt, Wolfgang M.
2009Credit dynamics in a first passage time model with jumpsPackham, Natalie; Schlögl, Lutz; Schmidt, Wolfgang M.
2009Credit gap risk in a first passage time model with jumpsPackham, Natalie; Schlögl, Lutz; Schmidt, Wolfgang M.
2012Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected ShortfallMehmke, Fabian; Cremers, Heinz; Packham, Natalie
2013Determinants of the onshore and offshore Chinese Government yield curvesLoechel, Horst; Packham, Natalie; Walisch, Fabian
2014Default probabilities and default correlations under stressPackham, Natalie; Kalkbrener, Michael; Overbeck, Ludger
2014Incentive schemes, private information and the double-edged role of competition for agentsBannier, Christina E.; Feess, Eberhard; Packham, Natalie
2016Incentive schemes, private information and the double-edged role of competition for agentsBannier, Christina; Feess, Eberhard; Packham, Natalie; Walzl, Markus
2016The funding of small and medium companies by shadow-banks in ChinaLöchel, Horst; Packham, Natalie; Hölzl, Eugen
2018Correlation Under Stress In Normal Variance Mixture ModelsKalkbrener, Michael; Packham, Natalie
2018Default probabilities and default correlations under stressPackham, Natalie; Kalkbrener, Michael; Overbeck, Ludger
2018Optimal contracts under competition when uncertainty from adverse selection and moral hazard are presentPackham, Natalie
2018Model risk of contingent claimsDetering, Nils; Packham, Natalie
2018Tail-Risk Protection Trading StrategiesPackham, Natalie; Papenbrock, Jochen; Schwendner, Peter; Woebbeking, Fabian
2018A factor-model approach for correlation scenarios and correlation stress-testingPackham, Natalie; Woebbeking, Fabian
2020Differentiation and Risk-Aversion in Imperfectly Competitive Labor MarketsBannier, Christina E.; Feess, Eberhard; Packham, Natalie; Walzl, Markus
2020Structured climate financing: valuation of CDOs on inhomogeneous asset poolsPackham, Natalie
2021Hedging cryptos with Bitcoin futuresLiu, Francis; Packham, Natalie; Lu, Meng-Jou; Härdle, Wolfgang
2021Correlation scenarios and correlation stress testingPackham, Natalie; Woebbeking, Fabian
2021Hedging cryptocurrency optionsMatic, Jovanka; Packham, Natalie; Härdle, Wolfgang