FAM-Seminar: AKVFM Ausgewählte Kapitel der Stochastik, discussion on the book "Derivatives in Financial Markets with Stochastic Volatility" by Fouque, Papanicolaou and Sircar
Event name
FAM-Seminar: AKVFM Ausgewählte Kapitel der Stochastik, discussion on the book "Derivatives in Financial Markets with Stochastic Volatility" by Fouque, Papanicolaou and Sircar
Event type
Event for scientific audience
Start date
05-04-2001
Location
TU Vienna, Austria
Country
Austria
Event format Veranstaltungsformat
On Site
Results 1-7 of 7 (Search time: 0.002 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Gaier, Johanna | Application to American Derivatives | Präsentation Presentation | 2001 | |
| 2 | Nicolato, Elisa | Applications to Interest Rate Models | Präsentation Presentation | 2001 | |
| 3 | Grandits, Peter | Asymptotics for Pricing European Derivatives | Präsentation Presentation | 2001 | |
| 4 | Gaier, Johanna | Generalizations | Präsentation Presentation | 2001 | |
| 5 | Straka, Marcel | Implementation and Stability, Hedging Strategies, Application to Exotic Derivatives | Präsentation Presentation | 2001 | |
| 6 | Hubalek, Friedrich | Introduction to Stochastic Volatility Models | Präsentation Presentation | 2001 | |
| 7 | Summer, Christopher | Scales in Mean-Reverting Stochastic Volatility, Tools for Estimating the Rate of Mean Reversion | Präsentation Presentation | 2001 |