Peter Grundke

According to our database, Peter Grundke authored at least 6 papers between 2005 and 2012.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of seven.

2012

Crisis and risk dependencies.

Peter Grundke, Simone Polle

Eur. J. Oper. Res., 2012

2010

Top-down approaches for integrated risk management: How accurate are they?

Peter Grundke

Eur. J. Oper. Res., 2010

Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis.

Peter Grundke, Simone Dieckmann

Proceedings of the Operations Research Proceedings 2010, 2010

2009

Importance sampling for integrated market and credit portfolio models.

Peter Grundke

Eur. J. Oper. Res., 2009

2007

Computational aspects of integrated market and credit portfolio models.

Peter Grundke

OR Spectr., 2007

2005

On the Applicability of a Fourier Based Approach to Integrated Market and Credit Portfolio Models.

Peter Grundke

Proceedings of the Operations Research Proceedings 2005, 2005