PRisMa Lab Presentation

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Description

Event name
PRisMa Lab Presentation
 
Event type
Event for scientific audience
 
Start date
30-08-2006
Location
TU Vienna, Austria
Country
Austria
 
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 1-20 of 37 (Search time: 0.003 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Wohlmuth, Stefan A Nonparametric Test of Independence - Dealing with Tied ObservationsPräsentation Presentation2009
2Hirhager, Karin Adapted DependencePräsentation Presentation2008
3Hirhager, Karin Adapted DependencePräsentation Presentation2009
4Gerhold, Stefan An Implementation of the LIBOR Market ModelPräsentation Presentation2006
5Puhl, Martin Assessment of Different Credit Risk Models in Terms of Credit QualityPräsentation Presentation2009
6Temnov, Gregory Combined Methodology for Managing Operational RiskPräsentation Presentation2007
7Gerhold, Stefan Crashcourse Interest Rate ModelsPräsentation Presentation2006
8Goldammer, Verena Credit Rating Dynamics and Markov Mixture ModelsPräsentation Presentation2007
9Blum, Benedikt Deterministische Bewertung von Optionen in exponentiellenPräsentation Presentation2007
10Hula, Andreas Discrete LIBOR ApproximationPräsentation Presentation2008
11Klöppel, Susanne Discussion of the model and the calculation methodPräsentation Presentation2007
12Dengler, Barbara Estimating Correlation with Kendall's TauPräsentation Presentation2007
13Hula, Andreas Implementation Results for a Lévy-LIBOR Market ModelPräsentation Presentation2010
14Goldammer, Verena Implied Rating ModelsPräsentation Presentation2008
15Reda, Ranja Importance Sampling for Credit Risk Portfolios using Rotationally Invariant DensitiesPräsentation Presentation2008
16Altay, Sühan Long-Horizon Yield Curve GenerationPräsentation Presentation2010
17Reda, Ranja ; Ziehaus, Christina Macrofactor selectionPräsentation Presentation2008
18Reda, Ranja ; Ziehaus, Christina Macrofactor selectionPräsentation Presentation2008
19Blum, Benedikt No-arbitrage and consistent price systems for discontinuous processesPräsentation Presentation2008
20Leitner, Johannes Non-additive pricing of CDSPräsentation Presentation2008