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Natalie Packham

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This is information that was supplied by Natalie Packham in registering through RePEc. If you are Natalie Packham , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Natalie
Middle Name:
Last Name: Packham
Suffix:

RePEc Short-ID: ppa854

Email: [This author has chosen not to make the email address public]
Homepage: http://fs.de/packham
Postal Address:
Phone:

Affiliation

Frankfurt School of Finance and Management
Location: Frankfurt, Germany
Homepage: http://www.frankfurt-school.de/
Email:
Phone: 069 154008-0
Fax:
Postal: Sonnemannstraße 9-11, 60314 Frankfurt am Main
Handle: RePEc:edi:hfbfide (more details at EDIRC)

Works

as in new window

Working papers

  1. Packham, Natalie & Kalkbrener, Michael & Overbeck, Ludger, 2014. "Default probabilities and default correlations under stress," Frankfurt School - Working Paper Series 211, Frankfurt School of Finance and Management.
  2. Loechel, Horst & Packham, Natalie & Walisch, Fabian, 2013. "Determinants of the onshore and offshore Chinese Government yield curves," Frankfurt School - Working Paper Series 202, Frankfurt School of Finance and Management.
  3. Mehmke, Fabian & Cremers, Heinz & Packham, Natalie, 2012. "Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall," Frankfurt School - Working Paper Series 192, Frankfurt School of Finance and Management.
  4. Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009. "Credit gap risk in a first passage time model with jumps," CPQF Working Paper Series 22, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
  5. Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009. "Credit dynamics in a first passage time model with jumps," CPQF Working Paper Series 21, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
  6. Packham, Natalie & Schmidt, Wolfgang M., 2008. "Latin hypercube sampling with dependence and applications in finance," CPQF Working Paper Series 15, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).

Articles

  1. Natalie Packham & Lutz Schloegl & Wolfgang M. Schmidt, 2013. "Credit gap risk in a first passage time model with jumps," Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1871-1889, December.
  2. Christina E. Bannier & Eberhard Feess & Natalie Packham, 2013. "Competition, Bonuses, and Risk-taking in the Banking Industry," Review of Finance, European Finance Association, vol. 17(2), pages 653-690.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-09-03. Author is listed
  2. NEP-ECM: Econometrics (1) 2012-09-03. Author is listed
  3. NEP-GER: German Papers (1) 2012-09-03. Author is listed
  4. NEP-IFN: International Finance (1) 2013-09-28. Author is listed
  5. NEP-MAC: Macroeconomics (1) 2013-09-28. Author is listed
  6. NEP-ORE: Operations Research (1) 2012-09-03. Author is listed
  7. NEP-RMG: Risk Management (2) 2012-09-03 2014-06-02. Author is listed
  8. NEP-TRA: Transition Economics (1) 2013-09-28. Author is listed

Statistics

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Co-authorship network on CollEc

Corrections

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