March 2010
March 17, 2010
Measuring Counterparty Credit Risk in the Trading Book
Dr. Andreas Görg (Nagler & Company)
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January 2010
January 20, 2010
Statistical Inference in the Asymptotic Single Risk Factor Model
Dr. Steffi Höse (TU Dresden)
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January 13, 2010
Aspects of Econometrics and Statistics in Mathematical Finance
The seminar takes place on Wednesdays, 4-6pm, starting on 13 January 2010. The last projected session is on 12 May 2010.
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January 05, 2010
CPQF Working Paper No. 23
by Manuel L. Esquível, Carlos Veiga and Uwe Wystup
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December 2009
December 02, 2009
The Uncertain Force of Mortality Framework: Pricing Unit-Linked Life Insurance Contracts
Prof. Dr. Alexander Szimayer (School of Economics, University of Bonn)
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November 2009
November 25, 2009
Some (Semi-)Static Hedging Strategies for Exotic Options
Philipp Mayer (TU Graz)
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November 23, 2009
CPQF Working Paper No. 22
by Natalie Packham, Lutz Schlögl and Wolfgang M. Schmidt
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October 2009
October 30, 2009
Frankfurt School Working Paper No. 131
by Christian Schäffler and Christian Schmaltz
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October 28, 2009
New Views on Forecasting and Risk based on Large Recurrent Neural Networks
Hans-Georg Zimmermann, Ralph Grothmann and Holger von Jouanne-Diedrich
Siemens AG
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September 2009
September 30, 2009
Hedging von Barrieroptionen in der Nähe der Barrier
Energy Methods für Stochastische DGL
Dr. Stefan Ebenfeld (Risk Controlling & Methodologies, Sal. Oppenheim)
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