Summer, Christopher
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Summer, Christopher
Results 1-7 of 7 (Search time: 0.002 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Summer, Christopher | Utility Maximization under Increasing Risk Aversion | Präsentation Presentation | 2002 | |
| 2 | Summer, Christopher | Scales in Mean-Reverting Stochastic Volatility, Tools for Estimating the Rate of Mean Reversion | Präsentation Presentation | 2001 | |
| 3 | Summer, Christopher | Risk Averse Asymptotics and the Optional Decomposition | Präsentation Presentation | 2001 | |
| 4 | Summer, Christopher | Partial hedging in a stochastic enviroment II | Präsentation Presentation | 2000 | |
| 5 | Summer, Christopher | Optimal solutions to utility maximization and to the dual problem (the paper by Marco Frittelli) | Präsentation Presentation | 2001 | |
| 6 | Summer, Christopher | Informational Efficiency of Security Prices: Motivation and Summary, Conditional Expectation and Martingale, Efficient Markets under Risk Neutrality, Efficient Markets with Risk Aversion | Präsentation Presentation | 2000 | |
| 7 | Summer, Christopher | Einführung ins Kreditrisiko-Management: Messung, Modelle und Methoden IV | Präsentation Presentation | 2001 |