Browsing All of EconStor by Author Rösch, Daniel
Showing results 1 to 6 of 6
| Year of Publication | Title | Author(s) |
| 2003 | Credit Risk Factor Modeling and the Basel II IRB Approach | Hamerle, Alfred; Liebig, Thilo; Rösch, Daniel |
| 2009 | The empirical relation between credit quality, recovery and correlation | Rösch, Daniel; Scheule, Harald |
| 2012 | Mehrperiodenausfallprognose eines Bankportfolios aus deutschen mittelständischen Unternehmen | Wolter, Marcus; Rösch, Daniel |
| 2020 | Computing valuation adjustments for counterparty credit risk using a modified supervisory approach | Büchel, Patrick; Kratochwil, Michael; Rösch, Daniel |
| 2021 | Deep calibration of financial models: turning theory into practice | Büchel, Patrick; Kratochwil, Michael; Nagl, Maximilian; Rösch, Daniel |
| 2022 | Credit line exposure at default modelling using Bayesian mixed effect quantile regression | Betz, Jennifer; Nagl, Maximilian; Rösch, Daniel |
