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2013 pdf Mathematical Risk Analysis Table of contents
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Table of contents (pdf),
Mathematical Risk Analysis Dependence, Risk Bounds, Optimal Allocations and Portfolios Springer (2013) Language: english ISBN 978-3-642-33589-1 ISBN 978-3-642-4301 ISBN 978-3-642-33590-76-9
Located in
Emeriti
/
Ludger Rüschendorf
/
Contents
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2013 pdf Mathematical Risk Analysis Corrections
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Corrections 07.05.2014
Mathematical Risk Analysis Dependence, Risk Bounds, Optimal Allocations and Portfolios
Springer (2013)
Language: english
ISBN 978-3-642-33589-1
ISBN 978-3-642-4301
ISBN 978-3-642-33590-76-9
Located in
Emeriti
/
Ludger Rüschendorf
/
Contents
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2013 Artikel Rating based Lévy LIBOR model
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Rating based Lévy LIBOR model. Mathematical Finance 23 (4) (2013), 591-626 (with Z. Grbac)
Located in
Emeriti
/
Ernst Eberlein
/
Inhalte
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2010 Artikel On correlating Lévy processes
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On correlating Lévy processes. The Journal of Risk 13 (1) (2010), 3–16 (with D. B. Madan)
Located in
Emeriti
/
Ernst Eberlein
/
Inhalte
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2012 Artikel Pricing to acceptability: with
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Pricing to acceptability: with applications to valuation of one's own credit risk. The Journal of Risk 15 (1) (2012), 91–120 (with T. Gehrig and D. B. Madan)
Located in
Emeriti
/
Ernst Eberlein
/
Inhalte
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2011 Artikel Capital requirements, the option surface,
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Capital requirements, the option surface, market, credit and liquidity risk. Preprint, University of Freiburg (2011) (with D. B. Madan and W. Schoutens)
Located in
Emeriti
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Ernst Eberlein
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Inhalte
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2012 Artikel Dealing with complex realities in financial modeling
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Dealing with complex realities in financial modeling. Current Science 103 (6) (2012), 647–649 (with D. B. Madan)
Located in
Emeriti
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Ernst Eberlein
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Inhalte
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2013 Artikel Fourier based valuation methods in mathematical finance
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Fourier based valuation methods in mathematical finance. In Quantitative Energy Finance, F. Benth, V. Kholodnyi, and P. Laurence (eds.), Springer (2013), pp. 85–114
Located in
Emeriti
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Ernst Eberlein
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Inhalte
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2013 Artikel Discrete tenor models for credit risky portfolios
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Discrete tenor models for credit risky portfolios driven by time-inhomogeneous Lévy processes. SIAM Journal on Financial Mathematics 4 (1) (2013), 616–649 (with Z. Grbac and T. Schmidt)
Located in
Emeriti
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Ernst Eberlein
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Inhalte
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2014 Artikel Two price economies in continuous time
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Two price economies in continuous time. Annals of Finance 10 (2014), 71–100 (with D. Madan, M. Pistorius, W. Schoutens and M. Yor)
Located in
Emeriti
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Ernst Eberlein
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Inhalte
