Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)

View Statistics Email Alert RSS Feed

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 221-240 of 284 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
221Teichmann, Josef An invitation to random Schrödinger operators VPräsentation Presentation2007
222Teichmann, Josef Deterministic Methods for the weak approximation of high-dimensional SDEs with Application to mathematical FinancePräsentation Presentation2007
223Warnung, Richard Stable Recurrences for Risk AggregationPräsentation Presentation2007
224Teichmann, Josef Introductory Mini Course on "Stochastic gradient flows in finite and infinite dimensions"Präsentation Presentation2007
225Teichmann, Josef Deterministic Methods for the weak approximation of high-dimensional SDEs with Application to mathematical FinancePräsentation Presentation2007
226Teichmann, Josef Finanzmathematik und ErtragswertverfahrenPräsentation Presentation2007
227Teichmann, Josef Hypo-ellipticity in infinite dimensionsPräsentation Presentation2007
228Teichmann, Josef Convexity in Interest Rate Theory - some conceptual considerationsPräsentation Presentation2007
229Teichmann, Josef Convexity Theorems in Interest Rate TheoryPräsentation Presentation2007
230Hubalek, Friedrich On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility modelsPräsentation Presentation2007
231Schachermayer, Walter Optimal Risk Sharing for Law Invariant Monetary Utility FunctionsPräsentation Presentation2007
232Hubalek, Friedrich Explicit formulas for pricing and variance-optimal hedging of multi-asset and path dependent options in affine modelsPräsentation Presentation2007
233Hubalek, Friedrich On precision and efficienciy of slow and fast Fourier transform for simple, multi-asset, and path-dependent optionsPräsentation Presentation2007
234Schachermayer, Walter Finance and Stochastics - A Mutually Fruitful RelationshipPräsentation Presentation2007
235Schmock, Uwe Presentation of the Laboratory and its Activities, Introduction of the Scientific TalksPräsentation Presentation2007
236Temnov, Gregory Operational Risk Analytics: General Methodology and Special TopicsPräsentation Presentation2007
237Leitner, Johannes Risk-Adjusted Value AllocationPräsentation Presentation2007
238Keller-Ressel, Martin ; Steiner, Thomas Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor ModelsPräsentation Presentation2007
239Steiner, Thomas Yield Curve Shapes in Affine One-Factor ModelsPräsentation Presentation2007
240Temnov, Gregory Fourier Transform as an Efficient Methodology for Loss AggregationPräsentation Presentation2007