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Aspects of Term Structure Modelling: Implementation and ...Booklooker
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Lutz Schlögl. Kovac, Dr. Verlag. , ISBN: ,00 € 2,00 € Versand frei ab 50,00 €. Verkäufer/in akzeptiert PayPal-Zahlung · Rabatt ... Lutz Schlögl. Kovac, Dr. Verlag. , ISBN: ,00 € 2,00 € Versand frei ab 50,00 €. Verkäufer/in akzeptiert PayPal-Zahlung · Rabatt ...
Quantitative Finance, Volume 13, Issue 12 (2013)Taylor & Francis Online
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Research Papers. Article. Credit gap risk in a first passage time model with jumps · xml · Natalie Packham, Lutz Schloegl & Wolfgang M. Schmidt. Pages: Research Papers. Article. Credit gap risk in a first passage time model with jumps · xml · Natalie Packham, Lutz Schloegl & Wolfgang M. Schmidt. Pages:
An exposition of CDS market modelsEconBiz
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An exposition of CDS market models. Lutz Schloegl. Year of publication: Authors: Schloegl, Lutz. Published in: The Oxford handbook of credit derivatives ... An exposition of CDS market models. Lutz Schloegl. Year of publication: Authors: Schloegl, Lutz. Published in: The Oxford handbook of credit derivatives ...
Oxford Handbook of Credit DerivativesBuchhandlung Hugendubel
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6: Lutz Schloegl: An Exposition of CDS Market Models; 7: Alexander Lipton and David Shelton: Single and Multi-name Credit Derivatives: Theory and Practice; : Lutz Schloegl: An Exposition of CDS Market Models; 7: Alexander Lipton and David Shelton: Single and Multi-name Credit Derivatives: Theory and Practice; ,49 € · Auf Lager
Counterparty Credit Risk: The new challenge for global ...O'Reilly Media
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... Lutz Schloegl and Tom Wilde. I am very grateful to these people for reading early drafts of chapters and putting up with the spelling mistakes and bad Lutz Schloegl and Tom Wilde. I am very grateful to these people for reading early drafts of chapters and putting up with the spelling mistakes and bad ...
Seite Google Books-Ergebnisseitegoogle.de
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... Lutz Schlögl Volkshochschule Erdweg Erdweg Volkshochschule Ergolding , Lindenstr , Ergolding , Fax :
Modelling Single-name and Multi-name Credit Derivativesgoogle.de
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... Lutz Schloegl, a superb quant and a good friend with whom I have collaborated for many years. Other quants with whom I have collaborated and whose help I ...
The Oxford Handbook of Credit Derivativesgoogle.de
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... measures and derive arbitragefree dynamics for discrete forward hazard rates as an expansion of a riskfree An Exposition of CDS Market Models LUTZ SCHLOEGL.
The Oxford handbook of credit derivatives / edited by ...EBSCO Information Services
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... Lutz Schloegl -- Single- and Multi-Name Credit Derivatives: Theory and Practice / David Shelton -- Marshall-Olkin Copula-Based Models / Youssef Elouerkhaoui Lutz Schloegl -- Single- and Multi-Name Credit Derivatives: Theory and Practice / David Shelton -- Marshall-Olkin Copula-Based Models / Youssef Elouerkhaoui ...
Kreditderivate: Handbuch für die Bank- und Anlagepraxisgoogle.de
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... Lutz Schlögl* 1 Einleitung 2 Firmenwertmodelle 2.1 Das Merton-Modell und seine Erweiterungen 2.2 Der Durchgangszeitmechanismus 2.3 Firmenwertmodelle bei ...
AbeBooks: lutz schlögl - AbeBooks
Aspects of Term Structure Modelling: Implementation and Default Risk von Schlögl, Lutz: und eine große Auswahl ähnlicher Bücher, Kunst und Sammlerstücke...
: Frontiers in Quantitative Finance: Volatility and...
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Bewertung 3,0 (2) ... Roger Lee, Chris Rogers, Ioana Savescu, Erik Schlögl, Lutz Schlögl, Peter Tankov, Julien Turc, Philippe Very, and Ekaterina Voltchkova. Bewertung 3,0 (2) ... Roger Lee, Chris Rogers, Ioana Savescu, Erik Schlögl, Lutz Schlögl, Peter Tankov, Julien Turc, Philippe Very, and Ekaterina Voltchkova.
INSURANCE: Publikationen
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Antje Mahayni, Lutz Schlögl: An Examination of the Effects of Parameter Misspecification on the Duplication of Bonds. Bonn Econ Discussion Paper , Bonn
Frontiers in Quantitative Finance: Volatility and Credit Risk...
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The Petit D'euner de la Finance–which author Rama Cont has been co-organizing in Paris since 1998–is a well-known quantitative finance seminar that has...
Martingale Methods in Financial Modelling - Marek Musiela - Google...
books.google.de
We would like to thank Alan Brace, Ben Goldys, Dieter Sondermann, Erik Schlögl, Lutz Schlögl, Alexander Mürmann, and Alexander Zilberman, who offered useful ...
Modelling Single-name and Multi-name Credit Derivatives - Dominic...
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Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and...
A square root interest rate model fitting discrete initial term...
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Erik Schlögl and Lutz Schlögl. Year of Publication: 2000: Authors: Schlögl, Erik; Schlögl, Lutz: Published in: Applied mathematical finance.
The Oxford Handbook of Credit Derivatives - Google Books
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From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling...
Counterparty Credit Risk: The new challenge for global financial...
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... Darrell Duffie, Alex Gu, Andrew Green, Jean-Paul Laurent, Matthew Leem- ing, John Ovens, Vladimir Piterbarg, David Rowe, Lutz Schloegl and Tom Wilde.
Credit gap risk in a first passage time model with jumps - EconBiz
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The payoff of many credit derivatives depends on the level of credit spreads. In particular, credit derivatives with a leverage component are subject to gap...
Kreditderivate: Handbuch für die Bank- und Anlagepraxis - Google Books
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Wenn es für Anleger darum geht, viele unterschiedliche Ertragsquellen zu erschließen oder das Risiko der Kreditgeber zu steuern, sind sie das Mittel der Wahl:...
Factor distributions implied by quoted CDO spreads tranche pricing -...
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Erik Schlögl and Lutz Schlögl. Year of Publication: 2007: Authors: Schlögl, Erik; Schlögl, Lutz: Publisher: Broadway, NSW: Physical Description: 11 S. graph. Darst.
A note on the large homogeneous portfolio approximation with the...
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A note on the large homogeneous portfolio approximation with the student-t copula. Lutz Schloegl; Dominic O'Kane. Year of publication: Authors: Schlögl ...
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