Frankfurter Stochastik-Tage

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Description

Event name
Frankfurter Stochastik-Tage
 
Event type
Event for scientific audience
 
Start date
15-03-2006
Location
Frankfurt, Germany
Country
Europe
 
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 1-3 of 3 (Search time: 0.005 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Forster, Barbara Calculation of Greeks for Jump-DiffusionsPräsentation Presentation2006
2Warnung, Richard Modelling of Correlations and Calculation of Risk Contributions in the CreditRisk+ FrameworkPräsentation Presentation2006
3Schöftner, Robert Time-Varying Dependence Modelling of Market and Credit RiskPräsentation Presentation2006