Workshop on Quantitative Finance

View Statistics Email Alert RSS Feed

Description

Event name
Workshop on Quantitative Finance
 
Event type
Event for scientific audience
 
Start date
01-01-2008
End date
01-01-2008
 
Location
Perugia
Country
Italy
 
Event format Veranstaltungsformat
On Site

Publications Publikationen


Results 1-4 of 4 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Acciaio, Beatrice An affine intensity model for large credit portfoliosPräsentation Presentation2008
2Hubalek, Friedrich On exact simulation of moderately tractable infinite activity Levy processes and their exponential transformPräsentation Presentation2010
3Hubalek, Friedrich On Fourier methods for simple, multi-asset, and path-dependent options / accuracy and efficiencyPräsentation Presentation2008
4Schachermayer, Walter Optimal risk sharing for law invariant monetary utility functionsPräsentation Presentation2006