7th World Congress of the Bachelier Finance Society
Event name
7th World Congress of the Bachelier Finance Society
Event type
Event for scientific audience
Start date
20-06-2012
Location
Sydney, Australia
Country
Event format Veranstaltungsformat
On Site
Results 1-6 of 6 (Search time: 0.002 seconds).
Preview | Authors / Editors | Title | Type | Issue Date | |
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1 | Schmock, Uwe | Adapted Dependence in Continuous Time | Präsentation Presentation | 2012 | |
2 | Hirhager, Karin | Adapted Dependence in Discrete Time | Präsentation Presentation | 2012 | |
3 | Rudolph, Cordelia | An Approximation via iterated Panjer's Recursion for Poisson-Mixture Models | Präsentation Presentation | 2012 | |
4 | Hirz, Jonas | Design of Optimal Cost‐Efficient Payoffs and Corresponding Investment Strategies | Präsentation Presentation | 2012 | |
5 | Gerhold, Stefan | Don't stay local - extrapolation analytics for Dupire's local volatility | Präsentation Presentation | 2012 | |
6 | Okhrati, Ramin | Short Credit Spreads under Different Types of Filtration Expansions | Präsentation Presentation | 2012 |