On the Applicability of a Fourier Based Approach to Integrated Market and Credit Portfolio Models. - Peter Grundke (OR, 2005)

Computational aspects of integrated market and credit portfolio models. - Peter Grundke (OR Spectr., 2007)

Importance sampling for integrated market and credit portfolio models. - Peter Grundke (Eur. J. Oper. Res., 2009)

Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis. - Peter Grundke; Simone Dieckmann (OR, 2010)

Top-down approaches for integrated risk management: How accurate are they? - Peter Grundke (Eur. J. Oper. Res., 2010)

Crisis and risk dependencies. - Peter Grundke; Simone Polle (Eur. J. Oper. Res., 2012)