8th World Congress of the Bachelier Finance Society (BFS 2014)
Event name
8th World Congress of the Bachelier Finance Society (BFS 2014)
Event type
Event for scientific audience
Start date
02-06-2014
End date
06-06-2014
Location
Brussels, Belgium
Country
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site
Results 1-3 of 3 (Search time: 0.001 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Cuchiero, Christa | An HJM approach for multiple yield curves | Präsentation Presentation | 2014 | |
| 2 | Schmock, Uwe | Conditional Weighted Expected Shortfall, Conditional Distortion Risk Measures, and Application to Risk Capital Allocation | Präsentation Presentation | 2014 | |
| 3 | Gerhold, Stefan | The Small Maturity Implied Volatility Slope for Lévy Models | Präsentation Presentation | 2014 |