Publications by Claussen, Arndt

Claussen, Arndt, Rösch, Daniel and Schmelzle, Martin (2019) Hedging parameter risk. Journal of Banking and Finance 100, pp. 111-121. Fulltext not available.

Claussen, Arndt, Löhr, Sebastian, Rösch, Daniel and Scheule, Harald (2016) Valuation of Systematic Risk in the Cross-Section of Credit Default Swap Spreads. Quarterly Review of Economics and Finance 64, pp. 183-195. Fulltext not available.

Claussen, Arndt, Löhr, Sebastian and Rösch, Daniel (2014) An Analytical Approach for Systematic Risk Sensitivity of Structured Finance Products. Review of Derivatives Research 17 (1), pp. 1-37. Fulltext not available.

Claussen, Arndt, Löhr, Sebastian, Lützenkirchen, Kristina, Rösch, Daniel and Scheule, Harald (2011) Credit Ratings und Kapital für Verbriefungstransaktionen. Risikomanager 9, pp. 20-21. Fulltext not available.