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Details about Barbara Choros-Tomczyk

E-mail:
Homepage:http://lehre.wiwi.hu-berlin.de/Professuren/quantitativ/statistik/members/personalpages/bc
Workplace:Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)
Institut für Statistik und Ökonometrie (ISÖ) (Institute for Statistics and Econometrics), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)
Sonderforschungsbereich 649: Ökonomisches Risiko (Collaborative Research Center 649: Economic Risk), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)
Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)

Access statistics for papers by Barbara Choros-Tomczyk.

Last updated 2015-11-07. Update your information in the RePEc Author Service.

Short-id: pch577


Jump to Journal Articles

Working Papers

2013

  1. CDO Surfaces Dynamics
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)

2012

  1. Copula Dynamics in CDOs
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
    See also Journal Article in Quantitative Finance (2014)

2009

  1. CDO Pricing with Copulae
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (4)
  2. CDO and HAC
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (4)

Journal Articles

2014

  1. Copula dynamics in CDOs
    Quantitative Finance, 2014, 14, (9), 1573-1585 Downloads View citations (5)
    See also Working Paper (2012)

2013

  1. Valuation of collateralized debt obligations with hierarchical Archimedean copulae
    Journal of Empirical Finance, 2013, 24, (C), 42-62 Downloads View citations (9)
 
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