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 41-60 of 284 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
41Blum, Benedikt The Fundamental Theorem of Asset Pricing on Multiasset Models with Small Proportional Transaction CostsPräsentation Presentation2010
42Blum, Benedikt Superreplication and No-Arbitrage in Multiasset Models with Transaction CostsPräsentation Presentation2010
43Hula, Andreas Implementation Results for a Lévy-LIBOR Market ModelPräsentation Presentation2010
44Kazianka, Hannes Objective Bayesian Analysis of Spatially Correlated Data Including Measurement ErrorPräsentation Presentation2010
45Kazianka, Hannes Objective Bayesian analysis for the correlation parameters in Gaussian copula-based spatial modelsPräsentation Presentation2010
46Kazianka, Hannes Objective Bayesian Analysis of Spatially Correlated Data Including Measurement ErrorPräsentation Presentation2010
47Six, Magdalena Surplus Distribution Systems in a Markovian Life Insurance Model and Their Effects on the Profitability of the Life Settlement MarketPräsentation Presentation2010
48Gerhold, Stefan Refined volatility expansion in the Heston modelPräsentation Presentation2010
49Gerhold, Stefan Refined volatility expansion in the Heston modelPräsentation Presentation2010
50Schmock, Uwe On the Asymptotic Behaviour of the Estimator of Kendall's TauPräsentation Presentation2010
51Hubalek, Friedrich Explicit variance-optimal hedging for processes with stationary and independent incrementsPräsentation Presentation2010
52Hubalek, Friedrich On exact simulation of moderately tractable infinite activity Lévy processes and their exponential transformPräsentation Presentation2010
53Hirhager, Karin Variable AnnuitiesPräsentation Presentation2010
54Goldammer, Verena Modelling of Dependent Credit Rating TransitionsPräsentation Presentation2010
55Rudolph, Cordelia Towards a Generalized Panjer Recursion for Dependent Claim NumbersPräsentation Presentation2010
56Hirhager, Karin Adapted DependencePräsentation Presentation2010
57Goldammer, Verena Modeling and Estimation of Dependent Credit Rating TransitionsPräsentation Presentation2010
58Goldammer, Verena Modelling of Dependent Credit Rating TransitionsPräsentation Presentation2010
59Gerhold, Stefan Refined Volatility Expansion in the Heston ModelPräsentation Presentation2010
60Kainhofer, Reinhold F. Scenario Generation for Long Horizon Yield Curve MovementsPräsentation Presentation2010