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Bernd Engelmann · Study
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Author
Bernd Engelmann
3 works
· latest 2016
· 1 institutions
cluster: provisional
ORCID 0000-0002-4390-1234
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Citations
179
Works here
3
06
16
Most cited in this library
Measuring the Discriminative Power of Rating Systems
2016 · 92 citations
The Basel II risk parameters : estimation, validation, and stress testing
2006 · 50 citations
Static versus dynamic hedges: an empirical comparison for barrier options
2006 · 37 citations
Works
3 shown
Measuring the Discriminative Power of Rating Systems
SSRN Electronic Journal
·
2016
·
3 authors
·
preprint
·
Open access
92
citations
Static versus dynamic hedges: an empirical comparison for barrier options
Review of Derivatives Research
·
2006
·
4 authors
37
citations
The Basel II risk parameters : estimation, validation, and stress testing
·
2006
·
2 authors
50
citations