Pengarang: Manuela Spangler

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Ralf Werner is professor for business mathematics at Augsburg University and Scientific Advisor to DEVnet. Prior to this, he was heading the Risk Methods & Valuation department at Deutsche Pfandbriefbank. He also held various positions at Allianz SE, Risklab Germany and Schmidt Bank as consultant, financial engineer and prop trader. Manuela Spangler works as a quantitative risk analyst at Allianz Deutschland. She also is a Ph D student at the Institute of Mathematics at Augsburg University. Before joining Allianz, Manuela worked in the Risk Methods & Valuation department at Deutsche Pfandbriefbank for several years.




2 Ebooks by Manuela Spangler

Ralf Werner & Manuela Spangler: German Covered Bonds
The Pfandbrief, a mostly triple-A rated German bank debenture, has become the blueprint of many covered bond models in Europe and beyond. The Pfandbrief is collateralized by long-term assets such as …
PDF
Inggeris
€58.84
Manuela Spangler: Modelling German Covered Bonds
Manuela Spangler deals with the default risk modelling of German covered bonds (Pfandbriefe). Existing credit risk models are not suitable for this purpose as they only consider the creditworthiness …
PDF
Inggeris
€64.19