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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
Email:[This author has chosen not to make the email address public]
Homepage:http://lehre.wiwi.hu-berlin.de/Professuren/quantitativ/statistik/members/personalpages/bc
Postal Address:
Phone:
(in no particular order)
Location: Berlin, Germany
Homepage: http://www.case.hu-berlin.de/
Email:
Phone: +49(0)30-2093-5630
Fax: +49(0)30-2093-5649
Postal: Spandauer Str. 1, 10178 Berlin
Handle: RePEc:edi:cahubde (more details at EDIRC)
Location: Berlin, Germany
Homepage: http://www.wiwi.hu-berlin.de/
Email:
Phone: +49 30 2093-5673
Fax: +49 30 2093-5727
Postal: Spandauer Str. 1, D-10178 Berlin
Handle: 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 Choros & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO Pricing with Copulae," SFB 649 Discussion Papers SFB649DP2009-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Barbara Choroś & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO and HAC," SFB 649 Discussion Papers SFB649DP2009-038, 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.
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2013-07-20. Author is listed
  2. NEP-FMK: Financial Markets (1) 2009-04-18. Author is listed
  3. NEP-RMG: Risk Management (2) 2009-04-18 2013-07-20. 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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