Matthias Scherer

Matthias Scherer is professor for Risk and Insurance at Technical University Munich. His research interests comprise the pricing and risk management of financial derivatives, insurance mathematics, probability theory, statistics, and efficient numerical tools. He is particularly interested in dependence concepts / copula models and multivariate financial problems. (Photo by Astrid Eckert.)

Articles by Matthias Scherer

Original research

A block-structured model for banking networks across multiple countries

This paper develops a block-structured model for the reconstruction of directed and weighted financial networks spanning multiple countries.

28 Sep 2021

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