Selected Entire List   Jaschke, Stefan R.  SSRN Author Rank: 21,310 by Downloads  Head of Department   Munich RE  Munich  Germany  +49-171-4954 823 (Phone)  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Jaschke, Stefan R.'s Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 989 Total Citations 6 Papers (5) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Quantile-VaR is the Wrong Measure to Quantify Market Risk for Regulatory Purposes | Show Abstract Hide Abstract | Download | EFA 2002 Berlin Meetings Discussion Paper Working Paper Series Jaschke, Stefan R. Munich RE Posted: 04 Mar 02 392 (34,865) 3 Risk measures, Basel Accord, Value at Risk 2.   Evaluating VaR Forecasts under Stress - The German Experience | Show Abstract Hide Abstract | Download | CFS Working Paper No. 03-32 Working Paper Series Jaschke, Stefan R. Munich RE Stahl, Gerhard European Union - Committee of the Regions Stehle, Richard Humboldt University of Berlin - Faculty of Business Posted: 26 Nov 03 345 (40,774) 3 banking supervision, VaR, exploratory data analysis, backtesting 3.   Higher Order Forward Rate Agreements and the Smoothness of the Term Structure | Show Abstract Hide Abstract | Download | Working Paper Series Jaschke, Stefan R. Munich RE Posted: 03 Aug 98 252 (58,664)   4.   Arbitrage Bounds Of the Term Structure Of Interest Rates | Show Abstract Hide Abstract | Working Paper Series Jaschke, Stefan R. Munich RE Posted: 10 Oct 98   5.   Arbitrage Bounds for the Term Structure of Interest Rates | Show Abstract Hide Abstract | Finance and Stochastics, Vol. 2, No. 1 (1998) Accepted Paper Series Jaschke, Stefan R. Munich RE Posted: 08 Mar 98   Records 1 - 5 of 5 matches [ 1 ]

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