Essays on model risk: the role of volatility for the accuracy of financial risk models

Research output: ThesisDoctoral thesis

Authors

  • Johannes Rohde

Research Organisations

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Details

Original languageEnglish
QualificationDoctor rerum politicarum
Awarding Institution
Supervised by
  • Philipp Sibbertsen, Supervisor
Date of Award12 Nov 2015
Place of PublicationHannover
Publication statusPublished - 2015

Keywords

    Risikomanagement, Volatilität, Marktrisiko, Kreditinstitut, Bewertung, Kreditrisiko

Cite this

Essays on model risk: the role of volatility for the accuracy of financial risk models. / Rohde, Johannes.
Hannover, 2015.

Research output: ThesisDoctoral thesis

Rohde, J 2015, 'Essays on model risk: the role of volatility for the accuracy of financial risk models', Doctor rerum politicarum, Leibniz University Hannover, Hannover. https://doi.org/10.15488/8560
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Download

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