Workshop on Quantitative Finance
Event name
Workshop on Quantitative Finance
Event type
Event for scientific audience
Start date
26-01-2006
Location
Università die Perugia, Italy
Country
Event format Veranstaltungsformat
On Site
Results 1-4 of 4 (Search time: 0.001 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Acciaio, Beatrice | An affine intensity model for large credit portfolios | Präsentation Presentation | 2008 | |
| 2 | Hubalek, Friedrich | On exact simulation of moderately tractable infinite activity Levy processes and their exponential transform | Präsentation Presentation | 2010 | |
| 3 | Hubalek, Friedrich | On Fourier methods for simple, multi-asset, and path-dependent options / accuracy and efficiency | Präsentation Presentation | 2008 | |
| 4 | Schachermayer, Walter | Optimal risk sharing for law invariant monetary utility functions | Präsentation Presentation | 2006 |