7th World Congress of the Bachelier Finance Society

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Description

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

Publications Publikationen

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

PreviewAuthors / EditorsTitleTypeIssue Date
1Schmock, Uwe Adapted Dependence in Continuous TimePräsentation Presentation2012
2Hirhager, Karin Adapted Dependence in Discrete TimePräsentation Presentation2012
3Rudolph, Cordelia An Approximation via iterated Panjer's Recursion for Poisson-Mixture ModelsPräsentation Presentation2012
4Hirz, Jonas Design of Optimal Cost‐Efficient Payoffs and Corresponding Investment StrategiesPräsentation Presentation2012
5Gerhold, Stefan Don't stay local - extrapolation analytics for Dupire's local volatilityPräsentation Presentation2012
6Okhrati, Ramin Short Credit Spreads under Different Types of Filtration ExpansionsPräsentation Presentation2012