Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)

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Primary Data

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
 

Grants

Funder/Funding Agency Fördergeber
CDG Christian Doppler Forschungsgesellschaft

Publications

Results 161-180 of 284 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
161Schachermayer, Walter Hiding the DriftPräsentation Presentation2008
162Schachermayer, Walter For which financial markets does the mutual fund theorem hold true?Präsentation Presentation2008
163Schachermayer, Walter Optimal & better Transport plans IPräsentation Presentation2008
164Hubalek, Friedrich Some aspects of Levy LIBOR market modelsPräsentation Presentation2008
165Hubalek, Friedrich On Fourier methods for simple, multi-asset, and path-dependent options / accuracy and efficiencyPräsentation Presentation2008
166Schmock, Uwe A Generalization of Panjer's Recursion and Numerically Stable Risk AggregationPräsentation Presentation2008
167Reda, Ranja ; Ziehaus, Christina Macrofactor selectionPräsentation Presentation2008
168Schmock, Uwe A generalization of Panjer's recurssion and numerically stable risk aggregationPräsentation Presentation2008
169Schmock, Uwe Risk aggregation, numerical stability and a variation of Panjer's recursionPräsentation Presentation2008
170Dengler, Barbara ; Schramek, Adina Testing for independence and application to credit risk dataPräsentation Presentation2008
171Leitner, Johannes Non-additive pricing of CDSPräsentation Presentation2008
172Schachermayer, Walter Optimal & better Transport plans IIPräsentation Presentation2008
173Blum, Benedikt No-arbitrage and consistent price systems for discontinuous processesPräsentation Presentation2008
174Hubalek, Friedrich Some aspects of Libor market models with jumpsPräsentation Presentation2008
175Hubalek, Friedrich Explicit Variance-Optimal Hedging for independent increments and related problemsPräsentation Presentation2008
176Hubalek, Friedrich Some aspects of Libor market models with jumpsPräsentation Presentation2008
177Hubalek, Friedrich On optimal strategies and Levy process-driven models in mathematical finance and insurance mathematics - Variance-optimal hedgingPräsentation Presentation2008
178Temnov, Gregory Theoretical and practical issues of operational risk measurementPräsentation Presentation2008
179Altay, Sühan Bond Prices Via Nuclear Space Valued Semi-MartingalesPräsentation Presentation2008
180Reda, Ranja ; Ziehaus, Christina Macrofactor selectionPräsentation Presentation2008