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Humboldt-Universität zu Berlin
International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin
IRTG 1792 Discussion Papers, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin
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Humboldt-Universität zu Berlin
International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin
IRTG 1792 Discussion Papers, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin
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2018
Correlation Under Stress In Normal Variance Mixture Models
Kalkbrener, Michael
;
Packham, Natalie
2021
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, Wolfgang
2018
Default probabilities and default correlations under stress
Packham, Natalie
;
Kalkbrener, Michael
;
Overbeck, Ludger
2021
Correlation scenarios and correlation stress testing
Packham, Natalie
;
Woebbeking, Fabian
2018
Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present
Packham, Natalie
2018
Model risk of contingent claims
Detering, Nils
;
Packham, Natalie
2021
Hedging cryptocurrency options
Matic, Jovanka
;
Packham, Natalie
;
Härdle, Wolfgang
2018
Tail-Risk Protection Trading Strategies
Packham, Natalie
;
Papenbrock, Jochen
;
Schwendner, Peter
;
Woebbeking, Fabian
2018
A factor-model approach for correlation scenarios and correlation stress-testing
Packham, Natalie
;
Woebbeking, Fabian
2020
Structured climate financing: valuation of CDOs on inhomogeneous asset pools
Packham, Natalie
Author
3
Woebbeking, Fabian
2
Härdle, Wolfgang
2
Kalkbrener, Michael
1
Detering, Nils
1
Liu, Francis
1
Lu, Meng-Jou
1
Matic, Jovanka
1
Overbeck, Ludger
1
Papenbrock, Jochen
1
Schwendner, Peter
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