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Natalie Packham

I am Professor of Mathematics and Statistics at Berlin School of Economics and Law. My webpage at BSEL. My research interests are Mathematical Finance, Quantitative Risk Management, Computational Finance and Contract Theory. My Google citations page. Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present. ( .pdf. Statistics and Probability Letters. 137 (2018), 99-104. Tail-risk protection trading strategies (. 17:5 (2017), 729-744. 16:9 (2016), 1357-1374.

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Natalie Packham | packham.net Reviews
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I am Professor of Mathematics and Statistics at Berlin School of Economics and Law. My webpage at BSEL. My research interests are Mathematical Finance, Quantitative Risk Management, Computational Finance and Contract Theory. My Google citations page. Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present. ( .pdf. Statistics and Probability Letters. 137 (2018), 99-104. Tail-risk protection trading strategies (. 17:5 (2017), 729-744. 16:9 (2016), 1357-1374.
<META>
KEYWORDS
1 natalie packham
2 my cv
3 my page
4 at ssrn
5 some links
6 publications
7 quantitative finance
8 with nils detering
9 bibtex
10 webpage
CONTENT
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natalie packham,my cv,my page,at ssrn,some links,publications,quantitative finance,with nils detering,bibtex,webpage,pacific basin finance journal,wilmott magazine,finance and stochastics,with michael kalkbrener,mathematical finance,series,working papers
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Natalie Packham | packham.net Reviews

https://packham.net

I am Professor of Mathematics and Statistics at Berlin School of Economics and Law. My webpage at BSEL. My research interests are Mathematical Finance, Quantitative Risk Management, Computational Finance and Contract Theory. My Google citations page. Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present. ( .pdf. Statistics and Probability Letters. 137 (2018), 99-104. Tail-risk protection trading strategies (. 17:5 (2017), 729-744. 16:9 (2016), 1357-1374.

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1

Bibtex references

http://www.packham.net/bibtex.html

Author = {Packham, N. and Schmidt, W. M.},. Title = {Latin hypercube sampling with dependence and applications in finance},. Journal = {Journal of Computational Finance},. Year = {2010},. Volume = {13},. Pages = {81- 111},. Author = {Packham, N. and Schloegl, L. and Schmidt, W.M.},. Title = {Credit gap risk in a first passage time model with jumps},. Journal = {Quantitative Finance},. Year = {2013},. Volume = {13},. Pages = {1871- 1889},. Number = {12},. Author = {Kalkbrener, M. and Packham, N.},. Journa...

2

Natalie PackhamBerlin School of Economics and Law / Hochschule für Wirtschaft und RechtCampus SchönebergBadensche Straße 5210825 BerlinGermanyPhone: +49 30 30877-1369Email: natalie.packham@hwr-berlin.de Homepage: http://packham.netEDUCATIONPh.D. (Dr. rer. 

http://www.packham.net/CV.html

Berlin School of Economics and Law / Hochschule für Wirtschaft und Recht. Phone: 49 30 30877-1369. PhD (Dr. rer. pol.) Finance, Frankfurt School of Finance and Management, 2009. MA Banking and Finance, Frankfurt School of Finance and Management, 2005. MSc (Diplom) Computer Science, University of Bonn, 2000. BSc (Vordiplom) Computer Science, University of Bonn, 1997. Professor of Mathematics and Statistics, Berlin School of Economics and Law, since 2016. One year parental leave). 16:9 (2016), 1357-1374.

3

Links

http://www.packham.net/Links.html

Finance journals, magazines, resources, . SIAM Journal on Financial Mathematics. International Journal of Theoretical and Applied Finance. Mathematics and Financial Economics. Review of Economic Studies. Journal of Financial Economics. Journal of Financial and Quantitative Analysis. Review of Financial Studies. Journal of Banking and Finance. Review of Derivatives Research. Journal of Computational Finance. Journal of Credit Risk. Geneva Risk and Insurance Review. Insurance: Mathematics and Economics.

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I am Professor of Mathematics and Statistics at Berlin School of Economics and Law. My webpage at BSEL. My research interests are Mathematical Finance, Quantitative Risk Management, Computational Finance and Contract Theory. My Google citations page. Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present. ( .pdf. Statistics and Probability Letters. 137 (2018), 99-104. Tail-risk protection trading strategies (. 17:5 (2017), 729-744. 16:9 (2016), 1357-1374.

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