Detail page

Knowledge Web

Person

Stefan R. Jaschke

Name	Stefan R. Jaschke
Academic degree	Dr.
Variant	S. R. Jaschke S. Jaschke Stefan Jaschke
Further information	Tätig an der Munich Reinsurance Company; Tätig am Weierstraß-Institut für Angewandte Analysis und Stochastik, Berlin; Tätig an der Humboldt-Univ. zu Berlin
Record type	Person
GND-Identifier	171689593
Record ID	171689593
Involved in show all Arbitrage und die Gültigkeit des Barwertprinzips im Markt für Bundeswertpapiere Evaluating VaR forecasts under stress - the German experience Evaluating VaR forecasts under stress: the German experience A filtered no arbitage model for term structures from noisy data Quantile VaR is the wrong measure to quantify market risk for regulatory purposes Quantile-VaR is the Wrong Measure to Quantify Market Risk for Regulatory Purposes The Cornish Fisher expansion in the context of delta gamma normal approximations The Cornish-Fisher-Expansion in the Context of Delta - Gamma - Normal Approximations Coherent Risk Measures, Valuation Bounds, and (My,p)-Portfolio Optimization Higher order forward rate agreements and the smoothness of the term structure A note on stochastic volatility, GARCH models, and hyperbolic distributions Higher Order Forward Rate Agreements and the Smoothness of the Term Structure Tax clientele effects in the German bond market Tax Clientele Effects in the German Bond Market A Note on Stochastic Volatility, GARCH models, and Hyperbolic Distributions

Please note

The beta version does not yet contain all functions and information of the DNB portal catalogue. If you are missing information or want to order a medium, please visit the page in the DNB portal catalogue via the following link:

Katalog der Deutschen Nationalbibliothek

Stefan R. Jaschke

Arbitrage und die Gültigkeit des Barwertprinzips im Markt für Bundeswertpapiere

Evaluating VaR forecasts under stress - the German experience

Evaluating VaR forecasts under stress: the German experience

A filtered no arbitage model for term structures from noisy data

Quantile VaR is the wrong measure to quantify market risk for regulatory purposes

Quantile-VaR is the Wrong Measure to Quantify Market Risk for Regulatory Purposes

The Cornish Fisher expansion in the context of delta gamma normal approximations

The Cornish-Fisher-Expansion in the Context of Delta - Gamma - Normal Approximations

Coherent Risk Measures, Valuation Bounds, and (My,p)-Portfolio Optimization

Higher order forward rate agreements and the smoothness of the term structure

A note on stochastic volatility, GARCH models, and hyperbolic distributions

Higher Order Forward Rate Agreements and the Smoothness of the Term Structure

Tax clientele effects in the German bond market

Tax Clientele Effects in the German Bond Market

A Note on Stochastic Volatility, GARCH models, and Hyperbolic Distributions