PRisMa Day - Workshop on Portfolio Risk Management

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Description

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

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Date Issued:  2013

Results 1-6 of 6 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Cuchiero, Christa An HJM Approach to Multiple-Curve ModelingPräsentation Presentation2013
2Gerhold, Stefan Local Volatility Models: Approximation and RegularizationPräsentation Presentation2013
3Gülüm, Ismail Cetin On the Existence of an Equivalent Martingale Measure in the Dalang-Morton-Willinger Theorem, which Preserves the Dependence StructurePräsentation Presentation2013
4Eisenberg, Julia Optimal Consumption Under Deterministic IncomePräsentation Presentation2013
5Hirz, Jonas Risk Measures: From the Unconditional to the Conditional CasePräsentation Presentation2013
6Altay, Sühan Yield Curve Scenario Generation with Independent Component AnalysisPräsentation Presentation2013