Mathematics and Credit Risk

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: WWTF
 
Project Title (de) Projekttitel (de)
Mathematics and Credit Risk
 
Project Title (en) Projekttitel (en)
Mathematics and Credit Risk
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
WWTF Wiener Wissenschafts-, Forschu und Technologiefonds
Grant number Förderkennnummer
MA-13 (WWTF)
 

Publications

Results 1-20 of 28 (Search time: 0.006 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Goldammer, Verena Modeling and Estimation of Dependent Credit Rating TransitionsPräsentation Presentation2009
2Goldammer, Verena Modeling and Estimation of Dependent Credit Rating TransitionsPräsentation Presentation2009
3Veluscek, Dejan A new extrapolation method of weak approximation schemesPräsentation Presentation2009
4Veluscek, Dejan Higher order weak approximation schemes for SDEsPräsentation Presentation2009
5Goldammer, Verena Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic MinimalityPräsentation Presentation2009
6Rasonyi, Miklos Convergence of utility indifference pricesPräsentation Presentation2007
7Warnung, Richard Stable Recurrences for Risk AggregationPräsentation Presentation2007
8Schachermayer, Walter Optimal Risk Sharing for Law Invariant Monetary Utility FunctionsPräsentation Presentation2007
9Schachermayer, Walter Finance and Stochastics - A Mutually Fruitful RelationshipPräsentation Presentation2007
10Schachermayer, Walter How agents with different attitudes towards risk optimize their portfolio: old and new resultsPräsentation Presentation2007
11Schachermayer, Walter In which Financial Markets does the Mutual Fund Theorem hold true?Präsentation Presentation2007
12Schachermayer, Walter Consistent Price Systems and Face-Lifting Pricing under Transaction CostsPräsentation Presentation2007
13Schachermayer, Walter Optimal Risk Sharing for Law Invariant Monetary Utility FunctionsPräsentation Presentation2007
14Schachermayer, Walter Optimal Risk Sharing for Law Invariant Monetary Utility FunctionsPräsentation Presentation2007
15Schachermayer, Walter Optimal and better transport plansPräsentation Presentation2007
16Acciaio, Beatrice Optimal Risk Allocation when Agents have Different Reference Probability MeasuresPräsentation Presentation2007
17Schachermayer, Walter In which Financial Markets do Mutual Fund Theorems hold true?Präsentation Presentation2007
18Grandits, Peter ; Hubalek, Friedrich ; Schachermayer, Walter ; Žigo, Mislav Optimal expected exponential utility of dividend payments in a Brownian risk modelArtikel Article2007
19Acciaio, Beatrice Optimal risk sharing with non-monotone monetary functionalsArtikel Article2007
20Warnung, Richard Beyond Value-at-Risk: Managable AlternativesArtikel Article2007