Go to content
Sprache ändern Selected language is English
UR Home

Maximilian Nagl

Profil

Research topics

  • Estimation of asset correlations

Teaching goals

  • Supervision of theses (B.Sc. and M.Sc.)

  • Multivariate Statistical Methods

Short biography

  • since 2018: Research assistant at the chair of statistics and risk management, Universität Regensburg

  • 2017: Semester abroad, Università Cattolica del Sacro Cuore, Milan

  • 2015 – 2018: Business administration | M.Sc. (corporate finance and quantitative finance), Universität Regensburg

  • 2012 – 2015: Business administration | B.Sc. (financial management and reporting), Universität Regensburg

Publications

Publications

Pfeuffer, M., Nagl, M., Fischer, M. Rösch, D. (2020): Parameter Estimation, Bias Correction and Uncertainty Quantification in the Vasicek Credit Portfolio Model, Journal of Risk (forthcoming)

Talks

  •           13th International Conference on Computational and Financial Econometrics (CFE) 2019, London (United Kingdom)

  • Global Credit Data (GCD) European Conference 2019, Vienna (Austria)

Software

R Packages

  • AssetCorr: Package for estimating asset correlations from default data.
  1. Faculty of Business, Economics and Management Information Systems
  2. Department of Business Administration

Chair of Statistics and Risk Management

Research Assistant

Maximilian Nagl

Nagl 191 191

Room RW(S) 212

Phone +49 941 943-2752
Fax +49 941 943-4936
E-Mail
Office hours: Tue 10-11 and by arrangement