Technical Reports 2007

 

07:01. M. Escobar, B. Gotz, L. Seco, R. Zagst. Pricing of a CDO on stochastically correlated underlyings.

07:02. M. Escobar, A. Kiechle, L. Seco, R. Zagst. Constant Leverage Strategies.

07:03. M. Escobar, B. Gotz, L. Seco, R. Zagst. Pricing of Spread Options on stochastically correlated underlyings.

07:04. S. Ferrando, K. Jonasson. Evaluating exact VARMA likelihood and its gradient when data are incomplete.

07:05. M. Escobar, L. Seco. The Mathematics of Risk Transfer.

07:06. M. Escobar, L. Seco. Defaultable Forward Contracts, Pricing and Modelling.

07:07. S. Ferrando, R. Pyke . Ideal Denoising for Signals in Sub-Gaussian Noise.

07:08. P. Cartuogno, S. Ferrando, A. Gonzalez . Adaptive Martingale Approximation.


Technical Reports Per Year

 

2007 All Rights Reserved.