General AMaMeF Conference

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Description

Event name
General AMaMeF Conference
 
Event type
Event for scientific audience
 
Start date
01-01-2008
End date
01-01-2008
 
Location
Bedlewo
Country
Poland
 
Event format Veranstaltungsformat
On Site

Publications Publikationen


Results 1-7 of 7 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Rasonyi, Miklos Consistent Price Systems and Face-Lifting Pricing under Transaction CostsPräsentation Presentation2007
2Teichmann, Josef Convexity Propagation in Interest Rate TheoryPräsentation Presentation2007
3Schmock, Uwe Dependence Properties of Dynamic Credit Risk ModelsPräsentation Presentation2007
4Schmock, Uwe A generalization of Panjer's recurssion and numerically stable risk aggregationPräsentation Presentation2008
5Rasonyi, Miklos How to view arbitrage in the presence of friction?Präsentation Presentation2008
6Keller-Ressel, Martin Moment explosions and long-term behaviour of affine stochastic volatility modelsPräsentation Presentation2008
7Siopacha, Maria Weak and Strong Taylor methods for approximative solutions of stochastic differential equationsPräsentation Presentation2007