Klaus Rheinberger

Dr. rer. nat.

Research Assistant at the
University of Applied Sciences Fachhochschule Vorarlberg,
Research Center for Process and Product Engineering
Tel: +43-5572-792-7111
Fax: +43-5572-792-9510
Mail: klaus.rheinberger(at)fhv.at

Academic Fields of Interest (former and current)

Physics (Classical and Quantum Mechanics), Mathematics (Differential Geomtery, Clifford Algebras, Time Series Analysis, Kalman Theory, Biomathematics, Financial Mathematics), Life Sciences (ECG Analysis, Defibrillation), Finance (Risk Management, General Equilibrium Theory), Linux (as a user)

Scientific Work (in chronological order)

Theoretical Physics

• Dilpoma Thesis: Die Differentialgeometrie der Schrödingergleichung
• Publications:

• Time of Arrival from Bohmian Flow, G. Grübl and K. Rheinberger, J. Phys. A: Math. Gen. 35, 2907 - 2924 (2002). (Show abstract; Preprint: pdf-file, 17 pages, 8 figures, 351 kB)

• Bohmian trajectories and Klein's paradox, G. Grübl, R. Moser and K. Rheinberger, J. Phys. A: Math. Gen. 34, 2753 - 2764 (2001). (Show abstract; Preprint: pdf-file, 14 pages, 3 figures, 306 kB)

Life Science, Biomathematics

• Publications listed at Pub-Med Entries
• Doctoral Thesis: The Ventricular Fibrillation Electrocardiogram: Datamanagement, Artefact Removal, Rating, and Defibrillation
• Selected preprints:
  • Removal of CPR Artifacts from the Ventricular Fibrillation ECG by Adaptive Regression on Lagged Reference Signals

Finance

• Works listed at IDEAS Economic and Finance Research
• Preprints and working papers:

  • K. Rheinberger, M. Summer: Credit Portfolio Risk and Asset Price Cycles, Computational Management Science,Volume 5, Number 4 / October, 2008 (The original publication is available at www.springer.com)

  • T. Breuer, M. Jandačka, K. Rheinberger, M. Summer: Regulatory capital for market and credit risk interaction: is current regulation always conservative?, Deutsche Bundesbank, Research Centre, Discussion Paper, Series 2: Banking and Financial Supervision, 2008,14,

  • T. Breuer, M. Jandačka, K. Rheinberger, M. Summer: Is Current Capital Regulation Based on Conservative Risk Assessment?, Oesterreichische Nationalbank (Austrian Central Bank), issue 15, pages 112-118, June 2008

  • T. Breuer, M. Jandačka, K. Rheinberger, M. Summer: How to Find Plausible, Severe and Useful Stress Scenarios, International Journal of Central Banking, vol. 5(3), pages 205-224, September

  • T. Breuer, M. Jandacka, K. Rheinberger, M. Summer: Does Adding Up of Economic Capital for Market- and Credit Risk amount to Conservative Risk Assessment?, Journal of Banking and Finance (forthcoming 2009)

• Book Contributions:

  • T. Breuer, M. Jandačka, K. Rheinberger, M. Summer: Compounding Effects between Market and Credit Risk: The Case of Variable-Rate Loans. in Pillar II in the Basel Accord The Challenge of Economic Capital, edited by Andrea Resti

  • T. Breuer, M. Jandačka, K. Rheinberger, M. Summer: Hedge the Stress: Using Stress Tests to Design Hedges for Foreign Currency Loans. in Stress Testing for Financial Institutions Applications, Regulations and Techniques, edited by Daniel Rösch and Harald Scheule

Teaching

Courses in Mathematics, Scientific Computing, Information Science, Risk Management, and Derivatives in Finance at the Fachhochschule Vorarlberg

Links

Vorarlberger Gesellschaft für Angewandte Mathematik (VGAM), daily Calvin and Hobbes