Advances in Mathematics of Finance - 6th General AMaMeF and Banach Center Conference

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Description

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
Europe
 
Event format Veranstaltungsformat
On Site

Publications Publikationen

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Date Issued:  [2000 TO 2024]

Results 1-4 of 4 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Hirz, Jonas Conditional quantiles, conditional weighted expected shortfall and application to risk capital allocationPräsentation Presentation2013
2Altay, Sühan Digital double barrier options: Several barrier periods and structure floorsPräsentation Presentation2013
3Gerhold, Stefan Local volatility models: Approximation and regularizationPräsentation Presentation2013
4Schmock, Uwe On the existence of an equivalent martingale measure in the Dalang-Morton-Willinger theorem, which preserves the dependence structurePräsentation Presentation2013