10th Annual Meeting of the German Finance Association

Event name

Event type

Event for scientific audience

Start date

10-10-2003

End date

11-10-2003

Location

Mainz, Deutschland

Country

Austria

Event format Veranstaltungsformat

On Site

Results 1-8 of 8 (Search time: 0.002 seconds).

	Authors / Editors	Title	Type	Issue Date
1	Sögner, Leopold ; Frühwirt-Schnatter, Sylvia	Bayesian Estimation of the Heston stochastic volaility model	Präsentation Presentation	2003
2	Jankowitsch, Rainer ; Pichler, Stefan	Currency dependence of corporate credit spreads	Präsentation Presentation	2003
3	Sögner, Leopold	Discussion of Do surprising central bank moves influence interest rate derivatives prices? Empirical evidence from the european caps and swaptions market	Präsentation Presentation	2003
4	Pichler, Stefan	Discussion of Equilibrium impact of value-at-risk	Präsentation Presentation	2003
5	Jankowitsch, Rainer	Discussion of Integrating interest rate risk in credit portfolio models	Präsentation Presentation	2003
6	Kossmeier, Stephan	Discussion of The European corporate bond market and debt portfolio losses in a reduced-form factor model	Präsentation Presentation	2003
7	Dangl, Thomas	Discussion of The valuation of employee stock options	Präsentation Presentation	2003
8	Dangl, Thomas	The firm in a changing environment	Präsentation Presentation	2003