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Kevin Kurt

Kevin Kurt MSc (WU)
Telephone:
+43 1 31336 5907
Email:
Contact information and photo taken from and editable at WU Directory.

CV

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Researcher Identifier

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Awards and Honors

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Classifications

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Expertise

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Activities

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Publications

Journal article

2020 Frey, Rüdiger, Kurt, Kevin, Damian, Camilla. 2020. How safe are european safe bonds? An analysis from the perspective of modern credit risk models. Journal of Banking and Finance. 119 (Details)

Paper presented at an academic conference or symposium

2020 Kurt, Kevin, Frey, Rüdiger. 2020. Markov-modulated Affine Processes. 13th European Summer School in Financial Mathematics, Vienna, Austria, 31.08.-04.09. (Details)
  Kurt, Kevin, Frey, Rüdiger. 2020. Markov-modulated Affine Processes. Vienna Seminar in Mathematical Finance and Probability, Vienna, Austria, 15.10. (Details)
2019 Frey, Rüdiger, Kurt, Kevin, Damian, Camilla. 2019. Conditionally affine processes with Markov modulated mean reversion and applications in credit risk. QMF 2019 - Quantitative Methods in Finance 2019 Conference, University of Technology, Sydney, Australien, 17.12.-20.12. Invited Talk (Details)
  Damian, Camilla, Frey, Rüdiger, Kurt, Kevin. 2019. EM Algorithm for a CIR Process with Markov-modulated Mean Reversion Level and Application to Eurozone Credit Spreads. VCMF-2019, Vienna, Austria, 09.09-11.09. (Details)
  Kurt, Kevin, Frey, Rüdiger, Damian, Camilla. 2019. Sovereign Bond backed Securities as a new safe Asset for the Eurozone: a dynamic Credit Risk Perspective. Vienna Congress on Mathematical Finance, Vienna, Austria, 09.09.-11.09. (Details)
  Kurt, Kevin, Frey, Rüdiger, Damian, Camilla. 2019. Sovereign-Bond Backed Securities as a New Safe Asset for the Eurozone: A Dynamic Credit Risk Perspective. SIAM Conference on Financial Mathematics & Engineering, Toronto, Canada, 04.06.-07.06. (Details)
2018 Damian, Camilla, Kurt, Kevin, Frey, Rüdiger. 2018. Hidden Markov Model for the Contagion between Eurozone Spreads. 13th German Probability and Statistics Days 2018, Freiburg, Germany, 27.02-02.03. (Details)

Projects

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