Klaus Duellmann

Finance · 2004

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Klaus Duellmann trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Michael B. Gordy
  2. W. Perraudin
  3. Philipp J. Schönbucher

Papers from Klaus Duellmann's perspective

Ordered by how strongly the researchers Klaus Duellmann trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
  2. Credit Derivatives Pricing Models: Models, Pricing and Implementation
  3. The Dependence of Recovery Rates and Defaults
  4. Moody’s investors service response to the consultative paper issued by the Basel Committee on Bank Supervision “A new capital adequacy framework”
  5. Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues☆
  6. Turán type inequalities for generalized complete elliptic integrals
  7. Evidence on the Response of US Banks to Changes in Capital Requirements
  8. Functional inequalities involving Bessel and modified Bessel functions of the first kind
  9. Conditional Expectation as Quantile Derivative
  10. Cyclical implications of the Basel II capital standards

Their papers