General AMaMeF Conference

View Statistics Email Alert RSS Feed

Description

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
Europe
 
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site

Publications Publikationen

Filter:
Date Issued:  [2000 TO 2023]

Results 1-7 of 7 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Schmock, Uwe A generalization of Panjer's recurssion and numerically stable risk aggregationPräsentation Presentation2008
2Rasonyi, Miklos Consistent Price Systems and Face-Lifting Pricing under Transaction CostsPräsentation Presentation2007
3Teichmann, Josef Convexity Propagation in Interest Rate TheoryPräsentation Presentation2007
4Schmock, Uwe Dependence Properties of Dynamic Credit Risk ModelsPräsentation Presentation2007
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