Bernd Engelmann

Mapping of Relative Risk

Uwe Schlink, Kathrin Strebel, Annegret Kindler, 2006 .

Calibration of the Heston stochastic local volatility model: A finite volume scheme

Frank Koster, Daniel Oeltz, Bernd Engelmann, 2021 .

Calculating lifetime expected loss for IFRS 9: which formula is measuring what?

Bernd Engelmann, B. Engelmann, 2021, The Journal of Risk Finance.

Measuring the Discriminative Power of Rating Systems

Dirk Tasche, Bernd Engelmann, Evelyn Hayden, 2003, SSRN Electronic Journal.

Numerical simulation of electrorheological fluids based on an extended Bingham model

Ralf Hiptmair, Ronald H. W. Hoppe, Bernd Engelmann, 2000 .

The Basel II risk parameters : estimation, validation, and stress testing

Bernd Engelmann, Robert Rauhmeier, B. Engelmann, 2006 .