Event name
PRisMa Lab Evaluation
 
Event type
Event for scientific audience
 
Start date
24-09-2007
Location
TU Wien, Austria
Country
Austria
 
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 1-20 of 22 (Search time: 0.002 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Hirhager, Karin Adapted DependencePräsentation Presentation2010
2Warnung, Richard Advanced Recursions for Risk AggregationPräsentation Presentation2007
3Altay, Sühan Dependence in the Term Structure of Interest Rates and Credit SpreadsPräsentation Presentation2010
4Hubalek, Friedrich LIBOR Market Models with Jumps, Approximation and InterpolationPräsentation Presentation2010
5Goldammer, Verena Modelling and Estimation of Dependent Credit Rating Transition MatricesPräsentation Presentation2007
6Hula, Andreas Modelling LIBOR by Finite-Activity Lévy ProcessesPräsentation Presentation2007
7Goldammer, Verena Modelling of Dependent Credit Rating TransitionsPräsentation Presentation2010
8Blum, Benedikt No-Arbitrage and Transaction Costs in Continuous Multiasset ModelsPräsentation Presentation2010
9Blum, Benedikt No-Arbitrage under Transaction CostsPräsentation Presentation2007
10Kazianka, Hannes Objective Bayesian Analysis of Spatially Correlated Data Including Measurement ErrorPräsentation Presentation2010
11Schmock, Uwe On the Asymptotic Behaviour of the Estimator of Kendall's TauPräsentation Presentation2010
12Dengler, Barbara On the Asymptotic Behaviour of the Estimator of Kendall's TauPräsentation Presentation2007
13Temnov, Gregory Operational Risk Analytics: General Methodology and Special TopicsPräsentation Presentation2007
14Schmock, Uwe Presentation of the Laboratory and its Activities, Introduction of the Scientific TalksPräsentation Presentation2007
15Gerhold, Stefan Refined Volatility Expansion in the Heston ModelPräsentation Presentation2010
16Leitner, Johannes Risk-Adjusted Value AllocationPräsentation Presentation2007
17Klöppel, Susanne Risk-Based Capital AllocationPräsentation Presentation2007
18Kainhofer, Reinhold F. Scenario Generation for Long Horizon Yield Curve MovementsPräsentation Presentation2010
19Blum, Benedikt Superreplication and No-Arbitrage in Multiasset Models with Transaction CostsPräsentation Presentation2010
20Gerhold, Stefan The LIBOR Market Model: Implementation, Acceleration, and AnalysisPräsentation Presentation2007