Go to content
UR Home

News

Paper "Computing valuation adjustments for counterparty credit risk using a modified supervisory approach" veröffentlicht

Tuesday, September 08, 2020, 18:00 o'clock - Friday, October 08, 2021, 18:00 o'clock

Das Paper "Computing valuation adjustments for counterparty credit risk using a modified supervisory approach" von P. Büchel, M. Kratochwil, D. Rösch ist im Journal “Review of Derivatives Research” erschienen. (Ausgabe 23, Seiten 273-322 (2020))

Direktlink

  1. Faculty of Business, Economics and Management Information Systems
  2. Department of Business Administration

Chair of Statistics and Risk Management

Prof. Dr. Daniel Rösch

 

Logo Color 720x720 W

Room RW(S) 214

Phone +49 941 943-2588
Fax +49 941 943-4936
E-Mail