World Congress of the Bachelier Finance Society
Event name
World Congress of the Bachelier Finance Society
Event type
Event for scientific audience
Start date
17-08-2006
Location
Tokyo, Japan
Country
Event format Veranstaltungsformat
On Site
Results 1-8 of 8 (Search time: 0.003 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Slinko, Irina | Correlation Between Intensity and Recovery in Credit Risk Models | Präsentation Presentation | 2006 | |
| 2 | Rasonyi, Miklos | Hiding the drift | Präsentation Presentation | 2008 | |
| 3 | Goldammer, Verena | Modeling and Estimation of Dependent Credit Rating Transitions | Präsentation Presentation | 2010 | |
| 4 | Keller-Ressel, Martin | Moment explosions and long-term behavior of affine stochastic volatilty models | Präsentation Presentation | 2008 | |
| 5 | Cuchiero, Christa | New analytically tractable processes with applications to pricing and hedging | Präsentation Presentation | 2008 | |
| 6 | Papapantoleon, Antonis | Numerical solutions of SDEs and application to the Lévy LIBOR model | Präsentation Presentation | 2008 | |
| 7 | Gerhold, Stefan | On Refined Volatility Smile Expansion In The Heston Model | Präsentation Presentation | 2010 | |
| 8 | Kupper, Michael | Optimal Capital and Risk Transfer for Group Diversification | Präsentation Presentation | 2006 |