Stefan R. Jaschke

infinada

Geschäftsführer

Landshuter Allee 8-10

Munich, 80637

Germany

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 39,950

SSRN RANKINGS

Top 39,950

in Total Papers Downloads

1,076

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Quantile-Var is the Wrong Measure to Quantify Market Risk for Regulatory Purposes

EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 10 Posted: 04 Mar 2002
Stefan R. Jaschke
infinada
Downloads 445 (64,504)
Citation 4

Abstract:

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Risk measures, Basel Accord, Value at Risk

2.

Evaluating VAR Forecasts Under Stress - the German Experience

CFS Working Paper No. 03-32
Number of pages: 22 Posted: 26 Nov 2003
Stefan R. Jaschke, Gerhard Stahl and Richard Stehle
infinada, European Union - Committee of the Regions and Humboldt University of Berlin - School of Business and Economics
Downloads 366 (81,314)
Citation 3

Abstract:

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banking supervision, VaR, exploratory data analysis, backtesting

3.

Higher Order Forward Rate Agreements and the Smoothness of the Term Structure

Number of pages: 35 Posted: 03 Aug 1998
Stefan R. Jaschke
infinada
Downloads 265 (115,910)

Abstract:

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4.

Arbitrage Bounds of the Term Structure of Interest Rates

Posted: 10 Oct 1998
Stefan R. Jaschke
infinada

Abstract:

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5.

Arbitrage Bounds for the Term Structure of Interest Rates

Finance and Stochastics, Vol. 2, No. 1 (1998)
Posted: 08 Mar 1998
Stefan R. Jaschke
infinada

Abstract:

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