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 31 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Fink, Simon Dominik ; Pfretzschner, Matthias ; Rutter, Ignaz ; Stumpf, Peter Level Planarity Is More Difficult Than We ThoughtPreprint Preprint3-Sep-2024
2Depian-2024-The Parameterized Complexity Of Extending Stack Layouts-vor.pdf.jpgDepian, Thomas ; Fink, Simon D. ; Ganian, Robert ; Nöllenburg, Martin The Parameterized Complexity Of Extending Stack LayoutsInproceedings Konferenzbeitrag 2024
3Fink, Simon Dominik ; Rutter, Ignaz Constrained Planarity in Practice: Engineering the Synchronized Planarity AlgorithmInproceedings Konferenzbeitrag 2024
4Goldammer, Verena Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic MinimalityPräsentation Presentation2009
5Veluscek, Dejan Higher order weak approximation schemes for SDEsPräsentation Presentation2009
6Goldammer, Verena Modeling and Estimation of Dependent Credit Rating TransitionsPräsentation Presentation2009
7Veluscek, Dejan A new extrapolation method of weak approximation schemesPräsentation Presentation2009
8Goldammer, Verena Modeling and Estimation of Dependent Credit Rating TransitionsPräsentation Presentation2009
9Schachermayer, Walter How agents with different attitudes towards risk optimize their portfolio: old and new resultsPräsentation Presentation2007
10Schachermayer, Walter In which Financial Markets does the Mutual Fund Theorem hold true?Präsentation Presentation2007
11Warnung, Richard Advanced Recursions for Risk AggregationPräsentation Presentation2007
12Schachermayer, Walter Optimal Risk Sharing for Law Invariant Monetary Utility FunctionsPräsentation Presentation2007
13Schachermayer, Walter Optimal and better transport plansPräsentation Presentation2007
14Schachermayer, Walter In which Financial Markets do Mutual Fund Theorems hold true?Präsentation Presentation2007
15Acciaio, Beatrice Forecasting corporate default probabilities with Survival Models in Affine SettingPräsentation Presentation2007
16Rasonyi, Miklos Consistent Price Systems and Face-Lifting Pricing under Transaction CostsPräsentation Presentation2007
17Rasonyi, Miklos The fundamental theorem of asset pricing for continuous processes under small transaction costsPräsentation Presentation2007
18Schachermayer, Walter Consistent Price Systems and Face-Lifting Pricing under Transaction CostsPräsentation Presentation2007
19Schachermayer, Walter Optimal Risk Sharing for Law Invariant Monetary Utility FunctionsPräsentation Presentation2007
20Acciaio, Beatrice Optimal Risk Allocation when Agents have Different Reference Probability MeasuresPräsentation Presentation2007