Quantitative Methods in Finance Conference (QMF)
Event name
Quantitative Methods in Finance Conference (QMF)
Event type
Event for scientific audience
Start date
17-12-2008
Location
Sydney, Australia
Country
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site
Results 1-6 of 6 (Search time: 0.002 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Schmock, Uwe | Conditional Quantiles, Conditional Weighted Expected Shortfall and Application to Risk Capital Allocation | Präsentation Presentation | 2013 | |
| 2 | Schmock, Uwe | Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality | Präsentation Presentation | 2008 | |
| 3 | Rheinländer, Thorsten | Hedging barrier options via a general self-duality | Präsentation Presentation | 2013 | |
| 4 | Goldammer, Verena | Modeling and Estimation of Dependent Credit Rating Transitions | Präsentation Presentation | 2009 | |
| 5 | Dengler, Barbara | On the Asymptotic Variance of the Estimator of Kendall's Tau for the t-Distribution | Präsentation Presentation | 2009 | |
| 6 | Gerhold, Stefan | Transaction Costs Made Tractable | Präsentation Presentation | 2011 |