Maximilian Härtel

Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics

Theresienstrasse 39

Munich

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

126

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

A Parametric Approach to Counterparty and Credit Risk

Number of pages: 33 Posted: 25 Oct 2013 Last Revised: 16 Dec 2015
Maximilian Härtel and Giuseppe Orlando
Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics and University of Bari - Department of Economics and Mathematical Methods
Downloads 51 (388,344)

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Counterparty Risk, Collateral Management, Credit Risk, Economic Capital, Financial Risk and Risk Management, Government Policy and Regulation, Mathematical Methods, OTC Derivatives, Potential Future Exposure, Unexpected Loss

2.

The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates

Number of pages: 30 Posted: 03 Jul 2015 Last Revised: 25 Sep 2015
Francesca Biagini, Alessandro Gnoatto and Maximilian Härtel
University of Bologna - Department of Mathematics, University of Verona - Department of Economics and Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics
Downloads 47 (401,954)

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Term Structure, Overnight Indexed Swap, Long-Term Yield, Long-Term Simple Rate, Long-Term Swap Rate

3.

Long-Term Yield in an Affine HJM Framework on Sd+

Number of pages: 30 Posted: 25 Jun 2015
Francesca Biagini, Alessandro Gnoatto and Maximilian Härtel
University of Bologna - Department of Mathematics, University of Verona - Department of Economics and Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics
Downloads 28 (481,457)

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HJM, Affine Process, Long-Term Yield, Yield Curve, Wishart Process.

A Parametric Approach to Counterparty and Credit Risk

Journal of Credit Risk, Vol. 10, No. 4, 2014
Number of pages: 38 Posted: 06 Jun 2016
Giuseppe Orlando and Maximilian Härtel
University of Bari - Department of Economics and Mathematical Methods and Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics
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counterparty risk, credit risk, liquidity risk measurement

A Parametric Approach to Counterparty and Credit Risk

Posted: 26 Oct 2013 Last Revised: 17 Oct 2015
Maximilian Härtel and Giuseppe Orlando
Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics and University of Bari - Department of Economics and Mathematical Methods

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Counterparty Risk, Collateral Management, Credit Risk, Economic Capital