Natalie Packham

According to our database, Natalie Packham authored at least 2 papers between 2015 and 2016.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2016

Asymptotic behaviour of multivariate default probabilities and default correlations under stress.

Natalie Packham, Michael Kalkbrener, Ludger Overbeck

J. Appl. Probab., 2016

2015

Static hedging under maturity mismatch.

Philipp A. Mayer, Natalie Packham, Wolfgang M. Schmidt

Finance Stochastics, 2015