PRisMa Day - Workshop on Portfolio Risk Management

Event name
PRisMa Day - Workshop on Portfolio Risk Management
 
Event type
Event for scientific audience
 
Start date
28-09-2008
Location
Vienna, Austria
Country
Austria
 
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 1-20 of 23 (Search time: 0.002 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Hirhager, Karin Adapted DependencePräsentation Presentation2011
2Rudolph, Cordelia An Approximation via Iterated Panjer's Recursion for Poisson-Mixture ModelsPräsentation Presentation2012
3Cuchiero, Christa An HJM Approach to Multiple-Curve ModelingPräsentation Presentation2013
4Blümmel, Tilmann Brownian Moving Averages and Applications Towards Interest Rate ModellingPräsentation Presentation2011
5Hirz, Jonas Design of Optimal Cost-Efficient Payoffs and Corresponding Investment ContractsPräsentation Presentation2011
6Altay, Sühan Digital Double Barrier Options: Several Barrier Periods and Structure FloorsPräsentation Presentation2012
7Rheinländer, Thorsten Financial AlchemyPräsentation Presentation2012
8Goldammer, Verena Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic MinimalityPräsentation Presentation2009
9Okhrati, Ramin Integration Measures for Fixed Income Markets: Application in Credit Risk SpreadPräsentation Presentation2012
10Gerhold, Stefan Lévy-Sheffer Systems and the Longstaff-Schwartz Algorithm for American Option PricingPräsentation Presentation2008
11Gerhold, Stefan Local Volatility Models: Approximation and RegularizationPräsentation Presentation2013
12Goldammer, Verena Modeling and Estimation of Dependent Credit Rating TransitionsPräsentation Presentation2008
13Dengler, Barbara On the Asymptotic Variance of the Estimator of Kendall's Tau for the t-DistributionPräsentation Presentation2009
14Gülüm, Ismail Cetin On the Existence of an Equivalent Martingale Measure in the Dalang-Morton-Willinger Theorem, which Preserves the Dependence StructurePräsentation Presentation2013
15Hubalek, Friedrich On Trades, Volume, and the Martingale Estimating Function Approach for Stochastic Volatility Models with JumpsPräsentation Presentation2008
16Eisenberg, Julia Optimal Consumption Under Deterministic IncomePräsentation Presentation2013
17Eisenberg, Julia Optimal Control of Capital Injections by Reinsurance With and Without Regime SwitchingPräsentation Presentation2011
18Gerhold, Stefan Refined Volatility Expansion in the Heston ModelPräsentation Presentation2010
19Hirz, Jonas Risk Measures: From the Unconditional to the Conditional CasePräsentation Presentation2013
20Papapantoleon, Antonis Strong Taylor Approximation of SDEs and Application to the Lévy LIBOR ModelPräsentation Presentation2008