Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)


Project Acronym Projekt Kurzbezeichnung
FAM: CDL PRisMa
 
Project Title (de) Projekttitel (de)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Project Title (en) Projekttitel (en)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 
Funder/Funding Agency Fördergeber
CDG Christian Doppler Forschungsgesellschaft

Publications

Results 1-8 of 8 (Search time: 0.006 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Drapeau, Samuel ; Kupper, Michael ; Reda, Ranja A note on robust representations of law-invariant quasiconvex functionsBuchbeitrag Book Contribution2011
2Kazianka, Hannes ; Pilz, Jürgen Model-Based GeostatisticsBuchbeitrag Book Contribution 2011
3Benoit, Alexandre ; Chyzak, Frédéric ; Darrasse, Alexis ; Gerhold, Stefan ; Mezzarobba, Marc ; Salvy, Bruno The Dynamic Dictionary of Mathematical Functions (DDMF)Buchbeitrag Book Contribution 2010
4Schachermayer, Walter The fundamental theorem of asset pricingBuchbeitrag Book Contribution2010
5Schachermayer, Walter Equivalent martingale measures and ramificationsBuchbeitrag Book Contribution2010
6Schachermayer, Walter Risk Neutral PricingBuchbeitrag Book Contribution2010
7Schachermayer, Walter The Notion of Arbitrage and Free Lunch in Mathematical FinanceBuchbeitrag Book Contribution2008
8Temnov, Gregory Managing operational risk: methodology and prospectsBuchbeitrag Book Contribution2008