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Barbara Choros-Tomczyk

This is information that was supplied by Barbara Choros-Tomczyk in registering through RePEc. If you are Barbara Choros-Tomczyk , 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:Barbara
Middle Name:
Last Name:Choros-Tomczyk
Suffix:
RePEc Short-ID:pch577
[This author has chosen not to make the email address public]
http://lehre.wiwi.hu-berlin.de/Professuren/quantitativ/statistik/members/personalpages/bc
Berlin, Germany
http://www.case.hu-berlin.de/

: +49(0)30-2093-5630
+49(0)30-2093-5649
Spandauer Str. 1, 10178 Berlin
RePEc:edi:cahubde (more details at EDIRC)
Berlin, Germany
http://www.wiwi.hu-berlin.de/

: +49 30 2093-5673
+49 30 2093-5727
Spandauer Str. 1, D-10178 Berlin
RePEc:edi:wfhubde (more details at EDIRC)
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  1. Barbara Choroś-Tomczyk & Wolfgang Karl Härdle & Ostap Okhrin, 2013. "CDO Surfaces Dynamics," SFB 649 Discussion Papers SFB649DP2013-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Barbara Choros-Tomczyk & Wolfgang Karl Härdle & Ludger Overbeck, 2012. "Copula Dynamics in CDOs," SFB 649 Discussion Papers SFB649DP2012-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Barbara Choroś & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO and HAC," SFB 649 Discussion Papers SFB649DP2009-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Barbara Choros & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO Pricing with Copulae," SFB 649 Discussion Papers SFB649DP2009-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  1. Barbara Choroś-Tomczyk & Wolfgang Karl Härdle & Ludger Overbeck, 2014. "Copula dynamics in CDOs," Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1573-1585, September.
  2. Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2013. "Valuation of collateralized debt obligations with hierarchical Archimedean copulae," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 42-62.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (2) 2009-04-18 2013-07-20. Author is listed
  2. NEP-ECM: Econometrics (1) 2013-07-20. Author is listed
  3. NEP-FMK: Financial Markets (1) 2009-04-18. Author is listed
  4. NEP-UPT: Utility Models & Prospect Theory (1) 2009-07-28. Author is listed

Most cited item

  • Barbara ChoroÅ› & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO and HAC," SFB 649 Discussion Papers SFB649DP2009-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

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