Barbara Choros-Tomczyk
Names
| first: |
Barbara |
| last: |
Choros-Tomczyk |
Identifer
Contact
Affiliations
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Humboldt-Universität Berlin
/ Wirtschaftswissenschaftliche Fakultät
/ Institut für Statistik und Ökonometrie (ISÖ) (weight: 25%)
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Humboldt-Universität Berlin
/ Wirtschaftswissenschaftliche Fakultät (weight: 25%)
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Humboldt-Universität Berlin
/ Center for Applied Statistics and Econometrics (CASE) (weight: 25%)
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Humboldt-Universität Berlin
/ Wirtschaftswissenschaftliche Fakultät
/ Sonderforschungsbereich 649: Ökonomisches Risiko (weight: 25%)
Research profile
author of:
- Valuation of collateralized debt obligations with hierarchical Archimedean copulae (RePEc:eee:empfin:v:24:y:2013:i:c:p:42-62)
by Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap - CDO Pricing with Copulae (RePEc:hum:wpaper:sfb649dp2009-013)
by Barbara Choros & Wolfgang Härdle & Ostap Okhrin - CDO and HAC (RePEc:hum:wpaper:sfb649dp2009-038)
by Barbara Choroś & Wolfgang Härdle & Ostap Okhrin - Copula Dynamics in CDOs (RePEc:hum:wpaper:sfb649dp2012-032)
by Barbara Choros-Tomczyk & Wolfgang Karl Härdle & Ludger Overbeck - CDO Surfaces Dynamics (RePEc:hum:wpaper:sfb649dp2013-032)
by Barbara Choroś-Tomczyk & Wolfgang Karl Härdle & Ostap Okhrin - Copula dynamics in CDOs (RePEc:taf:quantf:v:14:y:2014:i:9:p:1573-1585)
by Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck - CDO pricing with copulae (RePEc:zbw:sfb649:sfb649dp2009-013)
by Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap - CDO and HAC (RePEc:zbw:sfb649:sfb649dp2009-038)
by Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap - Copula dynamics in CDOs (RePEc:zbw:sfb649:sfb649dp2012-032)
by Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Overbeck, Ludger - CDO surfaces dynamics (RePEc:zbw:sfb649:sfb649dp2013-032)
by Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap