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Department of Mathematics

Examination Papers (368)

Department of Mathematics (2654)

M1 Optimization (Prof. Ulbrich)

M2 Numerical Mathematics (Prof. Wohlmuth)

M3 Scientific Computing (Prof. Bornemann)

Research group Mathematical Statistics (808)

Chair of Mathematical Statistics (Prof. Drton) (420)

Research group Prof. Drton (73)

Research group Prof. Klüppelberg (347)

Applied Mathematical Statistics (Prof. Czado) (137)

Examination Papers (256)

M5 Mathematical Physics (Prof. Spohn)

M6 Mathematical Modelling (Prof. Brokate)

M7 Analysis (Prof. Friesecke)

M8 Dynamical Systems (Prof. Scheurle)

M9 Applied Geometry and Discrete Mathematics (Prof. Gritzmann) (375)

M10 Geometry and Visualization (Prof. Richter-Gebert) (1)

M11 Algorithmic Algebra (Prof. Kemper)

M12 Biomathematics (Prof. Theis) (592)

M13 Mathematical Finance (Prof. Zagst) (878)

M14 Probability Theory (Prof. Gantert, Prof. Steiger) (1)

M15 Other Professors (Prof. Fornasier)

M16 Numerische Methoden - IPP (Prof. Sonnendrücker)

M17 Optimalsteuerung (Prof. Vexler)

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Jahrbuch 1989 - 2007

mediaTUM GesamtbestandEinrichtungenFakultätenFakultät für MathematikZentrum MathematikArbeitsgruppe Mathematische StatistikMathematische Statistik (Prof. Drton)Arbeitsgruppe Prof. KlüppelbergTailsOfCreditDefaults.pdf

If you experience problems opening the document, please try this link.

Document type:

Report / Forschungsbericht

Author(s):

Kuhn, G.

Title:

Tails of credit default portfolios.

Subtitle:

Discussion Paper 410 beim SFB 386 "Diskrete Strukturen".

Contracting organization:

Lehrstuhl für Mathematische Statistik, Technische Universität München

Year:

2004

Language:

en

WWW:

http://epub.ub.uni-muenchen.de/1779/

TUM Institution:

Lehrstuhl für Mathematische Statistik

Format:

Text

Occurrences:

mediaTUM Gesamtbestand Einrichtungen Fakultäten Fakultät für Mathematik Zentrum Mathematik Arbeitsgruppe Mathematische Statistik Mathematische Statistik (Prof. Drton)Arbeitsgruppe Prof. Klüppelberg