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 61-80 of 284 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
61Gerhold, Stefan Refined Volatility Expansion in the Heston ModelPräsentation Presentation2010
62Kazianka, Hannes Geostatistical Modeling Using Non-Gaussian CopulasPräsentation Presentation2010
63Gerhold, Stefan Refined Volatility Expansion in the Heston ModelPräsentation Presentation2010
64Altay, Sühan Dependence in the Term Structure of Interest Rates and Credit SpreadsPräsentation Presentation2010
65Altay, Sühan Long-Horizon Yield Curve GenerationPräsentation Presentation2010
66Reda, Ranja On the Fatou Property of Law Invariant Quasiconvex FunctionsPräsentation Presentation2010
67Reda, Ranja Stress Tests for Credit Portfolios in Economically Volatile TimesPräsentation Presentation2010
68Reda, Ranja On the Fatou Property of Law Invariant Quasiconvex FunctionsPräsentation Presentation2010
69Schmock, Uwe Modellierung und Schätzung stochastischer AbhängigkeitenPräsentation Presentation2010
70Hubalek, Friedrich LIBOR Market Models with Jumps, Approximation and InterpolationPräsentation Presentation2010
71Gerhold, Stefan ; Schmock, Uwe ; Warnung, Richard A Generalization of the Panjer Recursion and Numerically Stable Risk AggregationArtikel Article2010
72Grandits, Peter ; Temnov, Grigory A global consistency result for the two-dimensional Pareto distribution in the presence of mis-specified inflationArtikel Article2010
73GRANDITS, PETER ; KAINHOFER, REINHOLD ; TEMNOV, GRIGORY On the impact of hidden trends for a compound Poisson model with Pareto-type claimsArtikel Article2010
74Guasoni, Paolo ; Rásonyi, Miklós ; Schachermayer, Walter The fundamental theorem of asset pricing for continuous processes under small transaction costsArtikel Article2010
75Gerhold, Stefan ; Flajolet, P. ; Salvy, Bruno Lindelöf Representations and (Non)Holonomic SequencesArtikel Article2010
76Gerhold, Stefan Asymptotic Estimates for Some Number Theoretic Power SeriesArtikel Article2010
77Gerhold, Stefan Unimodality of Two Distributions Related to the Negative Binomial DistributionArtikel Article2010
78Kainhofer, Reinhold F. A MusicXML Test Suite and a Discussion of Issues in MusicXML 2.0Konferenzbeitrag Inproceedings2010
79Kainhofer, Reinhold F. OrchestralLily: A Package for Professional Music Publishing with LilyPond and LaTeXKonferenzbeitrag Inproceedings2010
80Kainhofer, Reinhold F. An extensive MusicXML 2.0 test suiteKonferenzbeitrag Inproceedings2010