Svenja Hager

University of Tuebingen - Faculty of Economics and Business Administration

Mohlstrasse 36

D-72074 Tuebingen, 72074

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

638

CITATIONS

5

Scholarly Papers (2)

1.

A Note on the Correlation Smile

Number of pages: 15 Posted: 23 Mar 2006
Svenja Hager and Rainer Schoebel
University of Tuebingen - Faculty of Economics and Business Administration and University of Tuebingen - Faculty of Economics and Social Sciences
Downloads 437 (64,964)
Citation 8

Abstract:

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credit derivatives, CDOs, correlation smile

2.

Deriving the Dependence Structure of Portfolio Credit Derivatives Using Evolutionary Algorithms

Number of pages: 8 Posted: 23 Mar 2006
Svenja Hager and Rainer Schoebel
University of Tuebingen - Faculty of Economics and Business Administration and University of Tuebingen - Faculty of Economics and Social Sciences
Downloads 201 (150,131)

Abstract:

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credit risk, CDOs, Evolutionary Algorithms