Advances in Mathematics of Finance - 6th General AMaMeF and Banach Center Conference
Event name
Advances in Mathematics of Finance - 6th General AMaMeF and Banach Center Conference
Event type
Event for scientific audience
Start date
12-06-2013
Location
University of Warsaw, Warsaw, Poland
Country
Event format Veranstaltungsformat
On Site
Results 1-4 of 4 (Search time: 0.002 seconds).
Preview | Authors / Editors | Title | Type | Issue Date | |
---|---|---|---|---|---|
1 | Hirz, Jonas | Conditional quantiles, conditional weighted expected shortfall and application to risk capital allocation | Präsentation Presentation | 2013 | |
2 | Altay, Sühan | Digital double barrier options: Several barrier periods and structure floors | Präsentation Presentation | 2013 | |
3 | Gerhold, Stefan | Local volatility models: Approximation and regularization | Präsentation Presentation | 2013 | |
4 | Schmock, Uwe | On the existence of an equivalent martingale measure in the Dalang-Morton-Willinger theorem, which preserves the dependence structure | Präsentation Presentation | 2013 |