Original research Value-at-risk forecasts with conditional volatility for structured products Research Papers 17 Mar 2011
Original research Mind the tails! Anticipatory risk management for target-date strategies 24 Feb 2011
Original research The German model of risk distribution in supplementary occupational pensions 24 Feb 2011
Original research A public guarantee of a minimum return to defined contribution pension scheme members 24 Feb 2011
Original research Robust estimation of integrated variance and quarticity under flat price and no trading bias Research Papers 24 Feb 2011
Original research Some stylized facts about high-frequency Nord Pool forward electricity prices Research Papers 24 Feb 2011
Original research The biased short-term futures price at Nord Pool: can it really be a risk premium? 24 Feb 2011
Original research Transmission capacity between Norway and Germany: a real options analysis 24 Feb 2011
Original research Treatment of double default effects within the granularity adjustment for Basel II 22 Feb 2011
Original research Lead-lag relationships and rating convergence among credit rating agencies 22 Feb 2011
Original research Pricing corporate bonds in an arbitrary jump-diffusion model based on an improved Brownian-bridge algorithm Research Papers 22 Feb 2011
Original research Pricing Energy Derivatives by Linear Programming: Tolling Agreement Contracts 22 Feb 2011
Original research Modeling and model validation of the impact of the economy on the credit risk of credit card portfolios 15 Dec 2010
Original research Managing capital buffers in the Pillar II framework: designing an effective ICAAP/ORSA to manage procyclicality and to reconcile short-term and long-term views of capital 15 Dec 2010