Bernhard Kuebler

Fraunhofer Gesellschaft - Institute of Industrial Mathematics (ITWM)

Fraunhofer-Platz 1

67663 Kaiserslautern, 67663

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

441

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Autokorrelationen bei der Messung von Marktpreisrisiken (Autocorrelations in Market Price Risk Assessment)

Number of pages: 12 Posted: 30 Sep 2013
Bernhard Kuebler and Peter Ruckdeschel
Fraunhofer Gesellschaft - Institute of Industrial Mathematics (ITWM) and University of Oldenburg - School of Mathematics and Science
Downloads 275 (134,536)

Abstract:

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market price risk, Value at Risk, Autocorrelation, Historical Simulation, Square-root-of-time rule

2.

News-Enhanced Market Risk Management

Number of pages: 16 Posted: 24 Nov 2013
OptiRisk Systems, Fraunhofer Gesellschaft - Institute of Industrial Mathematics (ITWM), Fraunhofer Gesellschaft - Institute of Industrial Mathematics (ITWM), Fraunhofer Gesellschaft - Institute of Industrial Mathematics (ITWM), OptiRisk Systems, Fraunhofer Gesellschaft - Institute of Industrial Mathematics (ITWM), SemLab and SemLab
Downloads 166 (214,903)
Citation 2

Abstract:

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News analytics, Risk Management, Value at Risk