Details about Barbara Choros-Tomczyk
| Homepage: | http://lehre.wiwi.hu-berlin.de/Professuren/quantitativ/statistik/members/personalpages/bc
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| Workplace: | 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)
Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)
Center for Applied Statistics and Econometrics (CASE), 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)
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Access statistics for papers by Barbara Choros-Tomczyk.
Last updated 2023-03-10. Update your information in the RePEc Author Service.
Short-id: pch577
Jump to Journal Articles
Working Papers
2013
- CDO surfaces dynamics
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk  View citations (1)
2012
- Copula dynamics in CDOs
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
See also Journal Article Copula dynamics in CDOs, Quantitative Finance, Taylor & Francis Journals (2014) View citations (9) (2014)
2009
- CDO and HAC
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
- CDO pricing with copulae
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
Journal Articles
2014
- Copula dynamics in CDOs
Quantitative Finance, 2014, 14, (9), 1573-1585 View citations (9)
See also Working Paper Copula dynamics in CDOs, SFB 649 Discussion Papers (2012) (2012)
2013
- Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Journal of Empirical Finance, 2013, 24, (C), 42-62 View citations (13)
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