Name Card

Full name Familienname, Vorname
Leitner, Johannes
 
Main Affiliation Organisations­zuordnung
 

Own Publications Eigene Publikationen

Results 1-20 of 32 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Leitner, Johannes Robuste Martingal-Darstellungen für markierte Punkt-Prozesse und Super-additive VersicherungsmärktePräsentation Presentation2009
2Leitner, Johannes Robuste Martingal-Darstellungen für markierte Punkt-Prozesse und Super-additive VersicherungsmärktePräsentation Presentation2009
3Leitner, Johannes Robuste Martingal-Darstellungen für markierte Punkt-Prozesse und Super-additive VersicherungsmärktePräsentation Presentation2009
4Leitner, Johannes A robust Predictable Martingale Representation Property for Marked Point Processes and Super-Additive Insurance MarketsPräsentation Presentation2009
5Leitner, Johannes Robust Martingale Representation Results for Marked Point ProcessesPräsentation Presentation2009
6Leitner, Johannes A robust Predictable Martingale Representation Property for Marked Point Processes and Super-Additive Insurance MarketsPräsentation Presentation2009
7Leitner, Johannes Robust Martingale Representations for Marked Point ProcessesPräsentation Presentation2008
8Leitner, Johannes Robust Martingale Representations for Marked Point ProcessesPräsentation Presentation2008
9Leitner, Johannes Pricing and hedging with globally and instantaneously vanishing riskPräsentation Presentation2008
10Leitner, Johannes Robust Martingale Representations for Marked Point ProcessesPräsentation Presentation2008
11Leitner, Johannes Non-additive pricing of CDSPräsentation Presentation2008
12Leitner, Johannes Risk-adjusted value allocation for (non-traded) assets with performance ratiosArtikel Article2008
13Leitner, Johannes Fair (intra-bank transfer) prices for credits with stochastic recoveryArtikel Article2008
14Leitner, Johannes Convex Pricing by a Generalized Entropy PenaltyArtikel Article2008
15Leitner, Johannes Optimal portfolios with lower partial moment constraints and LPM-risk optimal martingale measuresArtikel Article2008
16Leitner, Johannes Risk-Adjusted Value AllocationPräsentation Presentation2007
17Leitner, Johannes Pricing and Hedging with Globally and Instantaneously Vanishing RiskPräsentation Presentation2007
18Leitner, Johannes Risk-Adjusted Value allocation for (Non-Trade)assets with performance ratiosPräsentation Presentation2007
19Leitner, Johannes Pricing and hedging with globally and instantaneously vanishing riskArtikel Article2007
20Leitner, Johannes Optimal Portfolios with Lower Partial Moment Constraints and LPM-Risk-Optimal Martingale MeasuresPräsentation Presentation2006

Contributing Publications Mitbeteiligte Publikationen

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

PreviewAuthor(s)TitleTypeIssue Date
1Sommer, Oliver Faire Risikotransferpreise für KrediteThesis Hochschulschrift2009