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Veröffentlichungsdatum
Anzahl der Publikationen: 14
2022
Detering, Nils 
ORCID: https://orcid.org/0000-0002-5251-5407; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983; Panagiotou, Konstantinos ORCID: https://orcid.org/0000-0003-0572-7252 und Ritter, Daniel
(2022):
Suffocating Fire Sales.
In: SIAM Journal on Financial Mathematics, Bd. 13, Nr. 1: S. 70-108
ORCID: https://orcid.org/0000-0002-5251-5407; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983; Panagiotou, Konstantinos ORCID: https://orcid.org/0000-0003-0572-7252 und Ritter, Daniel
(2022):
Suffocating Fire Sales.
In: SIAM Journal on Financial Mathematics, Bd. 13, Nr. 1: S. 70-108
Detering, Nils; Meyer-Brandis, Thilo; Panagiotou, Konstantinos und Ritter, Daniel
(2022):
Suffocating Fire Sales.
In: SIAM Journal on Financial Mathematics, Bd. 13, Nr. 1: S. 70-108
2020
Detering, Nils; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983; Panagiotou, Konstantinos ORCID: https://orcid.org/0000-0003-0572-7252 und Ritter, Daniel
(2020):
An integrated model for fire sales and default contagion.
In: Mathematics and Financial Economics, Bd. 15: S. 59-101
[PDF, 1MB]
ORCID: https://orcid.org/0000-0002-6374-7983; Panagiotou, Konstantinos ORCID: https://orcid.org/0000-0003-0572-7252 und Ritter, Daniel
(2020):
An integrated model for fire sales and default contagion.
In: Mathematics and Financial Economics, Bd. 15: S. 59-101
[PDF, 1MB]
Detering, Nils; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983; Panagiotou, Konstantinos und Ritter, Daniel
(2020):
Financial contagion in a stochastic block model.
In: International Journal of Theoretical and Applied Finance, Bd. 23, Nr. 8, 2050053
ORCID: https://orcid.org/0000-0002-6374-7983; Panagiotou, Konstantinos und Ritter, Daniel
(2020):
Financial contagion in a stochastic block model.
In: International Journal of Theoretical and Applied Finance, Bd. 23, Nr. 8, 2050053
2019
Detering, Nils; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Panagiotou, Konstantinos ORCID: https://orcid.org/0000-0003-0572-7252
(2019):
Bootstrap Percolation in Directed Inhomogeneous Random Graphs.
In: Electronic Journal of Combinatorics, Bd. 26, Nr. 3, P3.12
ORCID: https://orcid.org/0000-0002-6374-7983 und Panagiotou, Konstantinos ORCID: https://orcid.org/0000-0003-0572-7252
(2019):
Bootstrap Percolation in Directed Inhomogeneous Random Graphs.
In: Electronic Journal of Combinatorics, Bd. 26, Nr. 3, P3.12
Detering, Nils; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983; Panagiotou, Konstantinos ORCID: https://orcid.org/0000-0003-0572-7252 und Ritter, Daniel
(2019):
Managing Default Contagion in Inhomogeneous Financial Networks.
In: SIAM Journal on Financial Mathematics, Bd. 10, Nr. 2: S. 578-614
ORCID: https://orcid.org/0000-0002-6374-7983; Panagiotou, Konstantinos ORCID: https://orcid.org/0000-0003-0572-7252 und Ritter, Daniel
(2019):
Managing Default Contagion in Inhomogeneous Financial Networks.
In: SIAM Journal on Financial Mathematics, Bd. 10, Nr. 2: S. 578-614
Detering, Nils; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983; Panagiotou, Konstantinos ORCID: https://orcid.org/0000-0003-0572-7252 und Ritter, Daniel
(2019):
Systemic Risk in Networks.
In: Biagini, Francesca; Kauermann, Göran und Meyer-Brandis, Thilo (Hrsg.):
Network Science. Cham: Springer. S. 59-77
ORCID: https://orcid.org/0000-0002-6374-7983; Panagiotou, Konstantinos ORCID: https://orcid.org/0000-0003-0572-7252 und Ritter, Daniel
(2019):
Systemic Risk in Networks.
In: Biagini, Francesca; Kauermann, Göran und Meyer-Brandis, Thilo (Hrsg.):
Network Science. Cham: Springer. S. 59-77
2018
Christodoulou, Panagiotis; Detering, Nils und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2018):
Local Risk-Minimization With Multiple Assets Under Illiquidity With Applications In Energy Markets.
In: International Journal of Theoretical and Applied Finance, Bd. 21, Nr. 4, 1850028
ORCID: https://orcid.org/0000-0002-6374-7983
(2018):
Local Risk-Minimization With Multiple Assets Under Illiquidity With Applications In Energy Markets.
In: International Journal of Theoretical and Applied Finance, Bd. 21, Nr. 4, 1850028
2016
Detering, Nils und Packham, Natalie
(2016):
Model risk of contingent claims.
In: Quantitative Finance, Bd. 16, Nr. 9: S. 1357-1374
2015
Detering, Nils und Packham, Natalie
(2015):
Model Risk in Incomplete Markets with Jumps.
In: Glau, Kathrin; Scherer, Matthias und Zagst, Rudi (Hrsg.):
Innovations in Quantitative Risk Management. Springer Proceedings in Mathematics & Statistics ((PROMS), Bd. 99. Cham: Springer. S. 39-56
[PDF, 351kB]
Benth, Fred Espen und Detering, Nils
(2015):
Pricing and hedging Asian-style options on energy.
In: Finance and Stochastics, Bd. 19, Nr. 4: S. 849-889
2013
Detering, Nils; Weber, Andreas und Wystup, Uwe
(2013):
Return distributions of equity-linked retirement plans under jump and interest rate risk.
In: European Actuarial Journal, Bd. 3, Nr. 1: S. 203-228
2012
Detering, Nils ORCID: https://orcid.org/0000-0002-5251-5407; Zhou, Qixiang und Wystup, Uwe
(2012):
Volatilität als Investment: Diversifikationseigenschaften von Volatilitätsstrategien.
CPQF Working Paper Series,
Nr. 30.
ORCID: https://orcid.org/0000-0002-5251-5407; Zhou, Qixiang und Wystup, Uwe
(2012):
Volatilität als Investment: Diversifikationseigenschaften von Volatilitätsstrategien.
CPQF Working Paper Series,
Nr. 30.
2011
Detering, Nils ORCID: https://orcid.org/0000-0002-5251-5407; Weber, Andreas und Wystup, Uwe
(2011):
Return distributions of equity-linked retirement plans.
In:
Statistical Tools for Finance and Insurance. Berlin ; Heidelberg: Springer. S. 393-413
ORCID: https://orcid.org/0000-0002-5251-5407; Weber, Andreas und Wystup, Uwe
(2011):
Return distributions of equity-linked retirement plans.
In:
Statistical Tools for Finance and Insurance. Berlin ; Heidelberg: Springer. S. 393-413