General AMaMeF Conference
Event name
General AMaMeF Conference
Event type
Event for scientific audience
Start date
03-05-2007
Location
Stefan Banach International Mathematical Center, Bedlewo, Poland
Country
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site
Results 1-7 of 7 (Search time: 0.002 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Schmock, Uwe | A generalization of Panjer's recurssion and numerically stable risk aggregation | Präsentation Presentation | 2008 | |
| 2 | Rasonyi, Miklos | Consistent Price Systems and Face-Lifting Pricing under Transaction Costs | Präsentation Presentation | 2007 | |
| 3 | Teichmann, Josef | Convexity Propagation in Interest Rate Theory | Präsentation Presentation | 2007 | |
| 4 | Schmock, Uwe | Dependence Properties of Dynamic Credit Risk Models | Präsentation Presentation | 2007 | |
| 5 | Rasonyi, Miklos | How to view arbitrage in the presence of friction? | Präsentation Presentation | 2008 | |
| 6 | Keller-Ressel, Martin | Moment explosions and long-term behaviour of affine stochastic volatility models | Präsentation Presentation | 2008 | |
| 7 | Siopacha, Maria | Weak and Strong Taylor methods for approximative solutions of stochastic differential equations | Präsentation Presentation | 2007 |