Quick info
Marius Pfeuffer has worked on 3 packages so far. In total, Marius Pfeuffer has worked with 15 other authors on those packages. Impressive teamwork!
Packages overview
Package details
| AssetCorr | Estimating Asset Correlations from Default Data Maximilian Nagl , Yevhen Havrylenko , Marius Pfeuffer , Kevin Jakob , Matthias Fischer , Daniel Roesch |
| OpVaR | Statistical Methods for Modelling Operational Risk Christina Zou , Marius Pfeuffer , Matthias Fischer , Nina Buoni , Kristina Dehler , Nicole Derfuss , Benedikt Graswald , Linda Moestel , Jixuan Wang , Leonie Wicht |
| ctmcd | Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data Marius Pfeuffer , Greig Smith , Goncalo dos Reis , Linda Moestel , Matthias Fischer |