136 Infos zu Michael Kalkbrener

3 Aktuelle Nachrichten

Michael Kalkbrener, Vice President, Risk Analytics , Instruments, Deutsche Bank (presentation: Deutsche Bank's AMA Model). Marc Leipoldt, Senior Risk ...

Michael Kalkbrener is vice president in the Risk Analytics and Instruments department of Deutsche Bank and specializes in developing risk measurement and…

Michael Kalkbrener, Deutsche Bank Nicholas Kiefer, Professor of Economics ... Michael Kalkbrener. 11:45 Statistical View of Financial Risk David Hand. 12:

2 Profile in Sozialen Netzwerken

— Articles by Michael Kalkbrener · A sensitivity analysis of the alpha factor · Operational risk measurement beyond the loss distribution approach: ...

Slides and code for risk analytics / quantitative risk management workshops - GitHub - zigazupancic/risk_analytics: Slides and code for risk analytics /...

2 Business-Profile

... Michael Kalkbrener and Daniel Mall}, title = {Converting Bases with the {G}r{\"o}bner Walk.}, journal = {J. Symb. Comput.}, volume = {24}, number = {3/4} ...

2 Persönliche Webseiten

von M Kalkbrener · Zitiert von: 91 — Michael Kalkbrener. *. Jan Willing. Э. Abstract. Risk management of non-maturing liabilities is a relatively unstudied issue of significant practical importance Seiten·416 KB

الويبStress testing of credit portfolios in light- and heavy-tailed models (with Michael Kalkbrener), Journal of Risk Management in Financial Institutions, 8:1 (2015), Model risk in …

1 Infos zur Ausbildung

Friday, November 5, Columbia University, New York City.

1 Angaben zur Herkunft

Michael Kalkbrener: Johannes Kepler Universität Linz: 1991: Laura Kovacs: Johannes Kepler Universität Linz: 2007: Klaus Kusche: Johannes Kepler Universität Linz

25 Bücher zum Namen

von Michael Kalkbrener, 1992, Broschiert

von Michael Kalkbrener, Wien : VWGÖ,, 1992, Taschenbuch

(= Dissertationen der Johannes-Kepler-Universität Linz ; 96). Michael Kalkbrener. Wien, VWGÖ. , ISBN: Zustand: gebraucht; sehr gut. 19,00 €

An axiomatic characterization of capital allocations of coherent risk measures. Michael Kalkbrener Deutsche Bank AG, Risk Analytics and Instruments, Theodor ...

18 Dokumente

Authors: Michael Kalkbrener, Natalie Packham. Subjects: Risk Management (q-fin.RM); Probability (math.PR). [375] arXiv: (cross-list from cond-mat ...

von M Einemann · · Zitiert von: 1 — Michael Kalkbrener. Deutsche Bank AG - Risk Management. Date Written: July 4, Abstract. In the credit risk weighted assets formula for ...

von M Kalkbrener · · Zitiert von: 392 — ... Michael Kalkbrener,. Michael Kalkbrener. Deutsche Bank AG. Search for more papers by this author · Michael Kalkbrener,. Michael Kalkbrener.

Risk management of non-maturing liabilities. Michael Kalkbrener, Jan Willing. Risk management of non-maturing liabilities is a relatively unstudied issue of ...

16 Wissenschaftliche Publikationen

28. with Eduard Kromer: A note on optimal risk sharing on L^p spaces. Submitted (2015) with Michael Kalkbrener, Natalie Packham: Asymptotic behaviour of

List of computer science publications by Michael Kalkbrener Michael Kalkbrener, Moss Sweedler, L. Taylor: Low Degree Solutions to Linear Equations with K[x] ...

Bibliographic content of Journal of Applied Probability, Volume 53

Publikationen; CV; Prof. Dr. Dr. h. c. Winfried Stute; Wissenschaftliche Mitarbeiter; Sekretariat; with Michael Kalkbrener, Natalie Packham: Asymptotic ...

9 Allgemeine Veröffentlichungen

von M Kalkbrener · · Zitiert von: 91 — By Michael Kalkbrener and Jan Willing; Risk management of non-maturing liabilities.

von M Kalkbrener · · Zitiert von: 10 — Michael Kalkbrener. 52 Accesses. 1 Citation. Explore all metrics. Abstract. In ... Michael Kalkbrener. Authors. Michael Kalkbrener. View author publications. You ...

List of publications in which the name of Michael Kalkbrener appears. Annotate and manage publications with Amanote.

... Michael Kalkbrener | Natalie Packham. Standardised and comprehensive risk classification based on the. “Value at Risk” approach Ralf Kauther | Arndt Völkle.

2 Meinungen & Artikel

In computer algebra, a triangular decomposition of a polynomial system S is a set of simpler In the early 90's, the notion of a regular chain, introduced independently by Michael Kalkbrener in in his PhD Thesis and, by Lu Yang and ...

To help you with extra readings for #FRM prep, here is a compilation of books, articles, etc. that are sure to help you pass the #FRM with flying colors!

46 Webfunde aus dem Netz

Michael Kalkbrener. Director, Deutsche Bank. ยืนยันอีเมลแล้วที่ kalkbrener.at - หน้าแรก · Computer AlgebraMathematical Finance. บทความอ้างโดย ...

Michael Kalkbrener's 10 research works with 275 citations and 178 reads, including: On the Complexity of Gröbner Bases Conversion.

von D Wang · · Zitiert von: 13 — Michael Kalkbrener, Solving systems of algebraic equations by using Gröbner bases, EUROCAL '87 (Leipzig, 1987) Lecture Notes in Comput. Sci., vol

Michael Kalkbrener · Anna Bigatti · Francisco Santos · Felix Ulmer · Irena Peeva · James Pommersheim · Allen Knutson · Xenia Kramer · John McDonald · Frank ...

Michael Kalkbrener of Deutsche Bank AG, and. Ludger Overbeck of Universität Giessen (381K PDF) pages -- March 31, [Home] [AMS Classification].

Michael Kalkbrener and Bernd Sturmfels. Initial complexes of prime ideals. In: Advances in mathematics, 116 (1995) 2, pp BibTex · DOI: aima ...

... Michael Kalkbrener | Natalie Packham. Standardised and comprehensive risk classification based on the. “Value at Risk” approach Ralf Kauther | Arndt Völkle.

An Axiomatic Approach to Capital Allocation. Michael Kalkbrener. Abstract: Capital allocation techniques are of central importance in portfolio management ...

... Michael Kalkbrener and Hans Lotter and Ludger Overbeck}, year={2003}, url={https://api.semanticscholar.org/CorpusID: } }. M. Kalkbrener, H. Lotter, L ...

Michael Kalkbrener. MathSciNet. Ph.D. Johannes Kepler Universität Linz Austria. Dissertation: Three Contributions to Elimination Theory. Advisor: Bruno ...

(Michael Kalkbrener); Zero Decomposition for Theorem Proving in Geometry (Dongming Wang); Geometric Reasoning and Resultants (Deepak Kapur); Probabilistic ...

Michael Einemann , Michael Kalkbrener. In the credit risk weighted assets formula for derivatives, the exposure-at-default is scaled by a multiplier: the so ...

An axiomatic approach to capital allocation / Michael Kalkbrener. IN: "Mathematical Finance". - ISSN V. 15, nº 3 (July 2005), p

Christian Bammer, Thomas Brabec, Hilmar Gamper, Richard Hopf, Michael Kalkbrener, Thomas Kopecky, Norbert Kreft, Michael Malek, Gerald Mistelberger, Andreas ...

Michael Kalkbrener Department of Mathematics ETH Zurich CH Zurich Switzerland .ch · Dongming Wang LEIBNIZ-IMAG-CNRS 46, avenue Félix ...

Michael Kalkbrener. Risk and Capital Management. Risk Analytics & Instruments. Practical Techniques for the Management and Measurement of OR. Financial ...

— Stress testing of credit portfolios in light- and heavy-tailed models (with Michael Kalkbrener), Journal of Risk Management in Financial ...

Stefan Hirschmann, Robert Huebner, Peter Jeuck, Michael Kalkbrener, Thilo Kasprowicz, Eckart Koerner, Marc Koehne, Hans-Werner Ladynski, Dr. Stefan Hirschmann, Robert Huebner, Peter Jeuck, Michael Kalkbrener, Thilo Kasprowicz, Eckart Koerner, Marc Koehne, Hans-Werner Ladynski, Dr.

Stefan Hirschmann, Robert Huebner, Peter Jeuck, Michael Kalkbrener, Thilo Kasprowicz, Eckart Koerner, Marc Koehne, Hans-Werner Ladynski, Dr.

Falko Aue, Michael Kalkbrener : LDA at Work. Zum Auftakt dieses Forums möchte ich auf den oben genannten technischen Aufsatz zum Thema ...