Economy – Quantitative Finance – Statistical Finance
Scientist
Economy
Quantitative Finance
Statistical Finance
Scientist
Fachbereich Physik der Philipps-Universität Marburg, D-35032 Marburg, Germany
A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market
A Random Matrix Approach to Credit Risk
Calibration of structural and reduced-form recovery models
Chiral skyrmions in thin magnetic films: new objects for magnetic storage technologies?
Compensating asynchrony effects in the calculation of financial correlations
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