Peter Grundke

Publication Activity (10 Years)

Years Active: 2005-2012
Publications (10 Years): 0

Top Topics

Dependency Analysis

Dependency Graphs

Data Dependencies

Top Venues

Eur. J. Oper. Res.

Publications

Peter Grundke, Simone Polle
Crisis and risk dependencies. Eur. J. Oper. Res. 223 (2) (2012)
Peter Grundke
Top-down approaches for integrated risk management: How accurate are they? Eur. J. Oper. Res. 203 (3) (2010)
Peter Grundke, Simone Dieckmann
Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis. OR (2010)
Peter Grundke
Importance sampling for integrated market and credit portfolio models. Eur. J. Oper. Res. 194 (1) (2009)
Peter Grundke
Computational aspects of integrated market and credit portfolio models. OR Spectr. 29 (2) (2007)
Peter Grundke
On the Applicability of a Fourier Based Approach to Integrated Market and Credit Portfolio Models. OR (2005)