PRisMa Day 2006 - One-Day Workshop on Portfolio Risk Management

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Description

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

Publications Publikationen

Results 1-7 of 7 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Gerhold, Stefan An Implementation of the LIBOR Market Model for Pricing Exotic Constant Maturity SwapsPräsentation Presentation2006
2Temnov, Gregory Combined Methodology for Modelling and Measuring Operational RiskPräsentation Presentation2006
3Forster, Barbara Computation of Price SensitivitiesPräsentation Presentation2006
4Bayer, Christian Discretization of SDEs: Euler Methods and BeyondPräsentation Presentation2006
5Slinko, Irina Finite State Space Representation of Forward Interest Rates on a Foreign Exchange MarketPräsentation Presentation2006
6Teichmann, Josef Flexibility of OU-Interest Rate ModelsPräsentation Presentation2006
7Hubalek, Friedrich Simple Explicit Variance-Optimal Hedging for Path-Dependent and Multi-Asset DerivativesPräsentation Presentation2006