Full name Familienname, Vorname
Summer, Christopher
 
Main Affiliation Organisations­zuordnung
 

Results 1-9 of 9 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Grandits, P. ; Summer, C. Risk averse asymptotics and the optional decompositionArtikel Article 2007
2Summer, Christopher Utility maximization and increasing risk aversionThesis Hochschulschrift2002
3Summer, Christopher Utility Maximization under Increasing Risk AversionPräsentation Presentation2002
4Summer, Christopher Scales in Mean-Reverting Stochastic Volatility, Tools for Estimating the Rate of Mean ReversionPräsentation Presentation2001
5Summer, Christopher Einführung ins Kreditrisiko-Management: Messung, Modelle und Methoden IVPräsentation Presentation2001
6Summer, Christopher Risk Averse Asymptotics and the Optional DecompositionPräsentation Presentation2001
7Summer, Christopher Optimal solutions to utility maximization and to the dual problem (the paper by Marco Frittelli)Präsentation Presentation2001
8Summer, Christopher Informational Efficiency of Security Prices: Motivation and Summary, Conditional Expectation and Martingale, Efficient Markets under Risk Neutrality, Efficient Markets with Risk AversionPräsentation Presentation2000
9Summer, Christopher Partial hedging in a stochastic enviroment IIPräsentation Presentation2000