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Tanja Veza

Dipl.-Ing.Dr.rer.soc.oec. Tanja Veza
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CV

2004-2007
Doctoral degree in finance (Vienna Univ. of Econ. and B. A.)
2004-2008
Research and teaching assistant (Vienna Univ. of Econ. and B. A.)
2001-2004
CCEFM Doctoral Program (Vienna)
2001-2004
Research assistant (FAM, Vienna Univ. of Tech.)
1996-2001
Master in mathematics (Univ. of Zagreb, Croatia)

Researcher Identifier

    No researcher identifier found.

Awards and Honors

No awards found.

Classifications

  • 5305 Bank management (Details)
  • 5307 Business and management economics (Details)
  • 5360 Financial mathematics (Details)

Expertise

  • credit derivates
  • credit risk models

Activities

No activities found.

Publications

Journal article

2011 Dorfleitner, Gregor, Schneider, Paul, Veza, Tanja. 2011. Flexing the default barrier. Quantitative Finance 11 (12): 1729-1743. (Details)
2010 Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2010. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. Journal of Financial and Quantitative Analysis 45 (6): 1517-1547. (Details)
2008 Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2008. The Delivery Option in Credit Default Swaps. Journal of Banking and Finance 32 (7): 1269-1285. (Details)

Paper presented at an academic conference or symposium

2007 Dorfleitner, Gregor, Schneider, Paul, Veza, Tanja. 2007. Flexing the Default Barrier. Quantitative Methods in Finance, Sydney, Australien, 12.12.-15.12.. (Details)
  Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. Quantitative Methods in Finance, Sydney, Australien, 12.12.-15.12.. (Details)
  Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. Deutsche Gesellschaft für Finanzwirtschaft, Dresden, Deutschland, 28.9.-29.9.. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2007. The Delivery Option in Credit Default Swaps. 2007 Financial Management Association Annual Meeting, Orlando, Vereinigte Staaten/USA, 17.10.-20.10.. (Details)
  Dorfleitner, Gregor, Schneider, Paul, Veza, Tanja. 2007. A Flexible Structural Model for Credit Default Swaps. 22nd European Conference on Operational Research, Prag, Tschechische Republik, 08.07.-11.07. (Details)
  Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. Jumps and Recovery Rates Inferred From Corporate CDS Premia. VIII Workshop on Quantitative Finance, Venedig, Italien, 25.01.-26.01. (Details)
  Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. Jumps and Recovery Rates Inferred from Corporate CDS Premia. III International Conference on Credit and Operational Risks, Montreal, Kanada, 12.04.-13.04. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2007. The Delivery Option in Credit Default Swaps. European Finance Association 34th Annual Meeting, Ljubljana, Slowenien, 22.08.-25.08. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2007. The Delivery Option in Credit Default Swaps. European Financial Management Association 16th Annual Meeting, Wien, Österreich, 27.06.-30.06. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2007. The Delivery Option in Credit Default Swaps. 5th Infiniti Conference on International Finance, Dublin, Irland, 11.06.-12.06. (Details)
  Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance (AMaMeF), Wien, Österreich, 17.09.-22.09. (Details)
  Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. German Finance Association (DGF) 14th Annual Meeting, Dresden, Deutschland, 28.09.-29.09. (Details)
  Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. European Financial Management Association 16th Annual Meeting, Wien, Österreich, 27.06.-30.06. (Details)
2006 Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2006. Explaining the CDS Basis. Workshop on Credit Risk and Risk Transfer, Wien, Österreich, 25.01. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2006. The Delivery Option in Credit Default Swaps. EDEN Credit Risk Doctoral Tutorial, Venedig, Italien, 23.09. (Details)
  Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2006. The Delivery Option in Credit Default Swaps. Northern Finance Association 2006 Conference, Montreal, Kanada, 16.09.-17.09. (Details)
2005 Jankowitsch, R., Pullirsch, R., Veza, T.. 2005. Explaining the CDS Basis. 20th Austrian Working Group on Banking and Finance, Graz, 18. November 2005 (Details)
  Jankowitsch, R., Pullirsch, R., Veza, T.. 2005. Explaining the CDS Basis. Workshop Kreditrisikomanagement, Obergurgl, 25. November 2005 (Details)

Working/discussion paper, preprint

2007 Dorfleitner, Gregor, Schneider, Paul, Veza, Tanja. 2007. Flexing the Default Barrier. (Details)
  Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. (Details)
2006 Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2006. The Delivery Option in Credit Default Swaps. (Details)

Unpublished lecture

2007 Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. Jumps and Recovery Rates Inferred from Corporate CDS Premia. VGSF Research Seminar, Wien, 12.01. (Details)

Projects

2005
Mathematics and Credit Risk (2005-2009) (Details)
2004
Active credit portfolio management (2004-2005) (Details)