PRisMa Day 2006 - One-Day Workshop on Portfolio Risk Management
Event name
PRisMa Day 2006 - One-Day Workshop on Portfolio Risk Management
Event type
Event for scientific audience
Start date
26-09-2006
Location
TU Vienna, Austria
Country
Austria
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site
Results 1-7 of 7 (Search time: 0.002 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Gerhold, Stefan | An Implementation of the LIBOR Market Model for Pricing Exotic Constant Maturity Swaps | Präsentation Presentation | 2006 | |
| 2 | Temnov, Gregory | Combined Methodology for Modelling and Measuring Operational Risk | Präsentation Presentation | 2006 | |
| 3 | Forster, Barbara | Computation of Price Sensitivities | Präsentation Presentation | 2006 | |
| 4 | Bayer, Christian | Discretization of SDEs: Euler Methods and Beyond | Präsentation Presentation | 2006 | |
| 5 | Slinko, Irina | Finite State Space Representation of Forward Interest Rates on a Foreign Exchange Market | Präsentation Presentation | 2006 | |
| 6 | Teichmann, Josef | Flexibility of OU-Interest Rate Models | Präsentation Presentation | 2006 | |
| 7 | Hubalek, Friedrich | Simple Explicit Variance-Optimal Hedging for Path-Dependent and Multi-Asset Derivatives | Präsentation Presentation | 2006 |