Frankfurter Stochastik-Tage
Event name
Frankfurter Stochastik-Tage
Event type
Event for scientific audience
Start date
15-03-2006
Location
Frankfurt, Germany
Country
Event format Veranstaltungsformat
On Site
Results 1-3 of 3 (Search time: 0.001 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Forster, Barbara | Calculation of Greeks for Jump-Diffusions | Präsentation Presentation | 2006 | |
| 2 | Warnung, Richard | Modelling of Correlations and Calculation of Risk Contributions in the CreditRisk+ Framework | Präsentation Presentation | 2006 | |
| 3 | Schöftner, Robert | Time-Varying Dependence Modelling of Market and Credit Risk | Präsentation Presentation | 2006 |