Research Seminar

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Description

Event name
Research Seminar
 
Event type
Event for scientific audience
 
Start date
15-03-2018
Location
Falun (SWE)
Country
Europe
 
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 21-40 of 48 (Search time: 0.005 seconds).

PreviewAuthor(s)TitleTypeIssue Date
21Schmock, Uwe Estimation of Stochastic Dependence via Kendall's TauPräsentation Presentation2016
22Schmock, Uwe Estimation of Stochastic Dependence via Kendall's TauPräsentation Presentation2013
23Schmock, Uwe Existence and Properties of Optimal Strategies for Distribution-Constrained Discrete-Time Optimization ProblemsPräsentation Presentation2018
24Schmock, Uwe Extended CreditRisk+: Dependent Defaults and GuaranteesPräsentation Presentation2018
25Rheinländer, Thorsten financial alchemyPräsentation Presentation2013
26Cuchiero, Christa Fourier Transform Methods for pathwise covariance estimation and calibration of stochastic volatility modelsPräsentation Presentation2013
27Rheinländer, Thorsten General self-duality with applications to exotic option valuationPräsentation Presentation2013
28Schmock, Uwe Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic MinimalityPräsentation Presentation2016
29Krühner, Paul Limit Order Books, Stochastic Processes and Sub-Optimal Stochastic ControlPräsentation Presentation2016
30Gerhold, Stefan Local volatility models: approximation and regularizationPräsentation Presentation2013
31Eisenberg, Julia Maximizing consumption under deterministic income and different interest rate modelsPräsentation Presentation2014
32Klein, Maike Measure Optimization with Tchebycheff SystemsPräsentation Presentation2018
33Schmock, Uwe Modeling and Estimation of Dependent Credit RatingPräsentation Presentation2014
34Schmock, Uwe Modeling and Estimation of Dependent Credit Rating TransitionsPräsentation Presentation2014
35Schmock, Uwe Modeling and Estimation of Dependent Credit Rating TransitionsPräsentation Presentation2013
36Krühner, Paul On suboptimal stochastic controlPräsentation Presentation2017
37Krühner, Paul On the regularity of the density for Ito processesPräsentation Presentation2015
38Grandits, Peter Optimal and proportianal investment for an InsurerPräsentation Presentation2002
39Gerhold, Stefan Portfoliooptimierung unter TransaktionskostenPräsentation Presentation2013
40Gerhold, Stefan Small time central limit theorems for semimartingales with applicationsPräsentation Presentation2013