Statistics
Publications
30
Citations
3.7K
H-Index
19
Active since
1996
Rüdiger Frey is an author at Leipzig University specializing in finance, financial economics, and business.
Publications per year
1996–2022
30
30
Dependent defaults in models of portfolio credit risk
Rüdiger Frey, Alexander J. McNeil · The Journal of Risk · 2003 · 300 citations
Market Volatility and Feedback Effects from Dynamic Hedging
Rüdiger Frey, Alexander Stremme · Mathematical Finance · 1997 · 203 citations
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