Angewandte Statistik – Applied Statistics
Betreuung durch: Philipp Otto
| (1) | Prognose von Anleihen- / Kreditausfällen – Default Prediction of Public Bonds / Bank Loans (Bachelor/Master - Topic)
Bluhm, C., Overbeck, L., Wagner, C. (2003). An Introduction to Credit Risk Modeling. Chapman & Hall/CRC |
| (2) | Verlustquote bei Ausfall gemäß der Basel Richtlinien – Loss Given Default according the Basel Accords (Bachelor/Master - Topic)
Dermine, J., de Carvalho, C.N. (2006). Bank loan losses-given-default, A case study. Journal of Banking & Finance Bastos, J.A. (2010). Forcasting bank loans lossgiven-default. Journal of Banking & Finance |
| (3) | Saisonale Effekte in Zeitreihen – Seasonal Effects in Time Series (Bachelor/Master - Topic)
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| (4) | Grundlagen der Zeitreihenanalyse und deren Anwendung – Basics of Time Series Analysis and their Application (Bachelor/Master - Topic)
Ruppert, D. (2004). Statistics and finance. New York. Springer. Schlittgen, R. (2012). Angewandte Zeitreihenanalyse mit R. 2nd ed. München. Oldenbourg. Kreiß, J.-P., Neuhaus, G. (2006). Einführung in die Zeitreihenanalyse. Heidelberg. Springer. |
| (5) | Spatial Models and their Application in Economic Processes - Räumliche Modelle und deren Anwendung auf ökonomische Prozesse (Master - Topic)
Cressie, N., Wikle, C.K (2011). Statistics for spatial-temporal data. J. Wiley. Hoboken |