Daniel Rösch
Werke:
- Empirische Identifikation von Wertpapierrisiken : Faktoren-, Arbitrage- und Gleichgewichtsmodelle im Vergleich
- Resolution of defaulted loan contracts - An empirical analysis of default resolution time and loss given default
- Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
- Statistical and machine learning for credit and market risk management