<--- Back to Details
First PageDocument Content
Financial markets / Financial risk / Mathematical finance / Monte Carlo methods in finance / Banking / Market liquidity / Funding liquidity / Market microstructure / Margin at risk / Profit at risk / Liquidity risk / Lasse Heje Pedersen
Date: 2016-03-02 03:56:20
Financial markets
Financial risk
Mathematical finance
Monte Carlo methods in finance
Banking
Market liquidity
Funding liquidity
Market microstructure
Margin at risk
Profit at risk
Liquidity risk
Lasse Heje Pedersen

CALL FOR PAPERS The Financial Research Centre, Department of Finance, Faculty of Business Administration, Corvinus University of Budapest and the Game Theory Research Group, Centre for Economic and Regional Studies, Hung

Add to Reading List

Source URL: www.wiwi.uni-passau.de

Download Document from Source Website

File Size: 229,97 KB

Share Document on Facebook

Similar Documents

7th General Advanced Mathematical Methods in Finance and Swissquote Conference 2015 September 7-10, 2015 SwissTech Convention Center, EPFL, Switzerland

7th General Advanced Mathematical Methods in Finance and Swissquote Conference 2015 September 7-10, 2015 SwissTech Convention Center, EPFL, Switzerland

DocID: 1xVN4 - View Document

Curriculum Vitæ of Paolo Pellizzari 1. General information Current position. Associate professor of “Mathematical methods for economics, finance and actuarial sciences”, Università Ca’ Foscari Venezia, since 2004

Curriculum Vitæ of Paolo Pellizzari 1. General information Current position. Associate professor of “Mathematical methods for economics, finance and actuarial sciences”, Università Ca’ Foscari Venezia, since 2004

DocID: 1uICs - View Document

The remarks below refer to: Fischer, T., 2012. No-arbitrage pricing under systemic risk: accounting for cross-  ownership. Mathematical Finance. doi: j00526.x

The remarks below refer to: Fischer, T., 2012. No-arbitrage pricing under systemic risk: accounting for cross- ownership. Mathematical Finance. doi: j00526.x

DocID: 1svKC - View Document

Stochastic Calculus and Applications to Mathematical Finance by GREG WHITE Mihai Stoiciu, Advisor

Stochastic Calculus and Applications to Mathematical Finance by GREG WHITE Mihai Stoiciu, Advisor

DocID: 1sq6N - View Document

The ETH Institute for Theoretical Studies (ETH-ITS) presents:  Workshop „Mathematical Finance beyond classical models“ September 16 – 18, 2015 Semper Aula HG G 60

The ETH Institute for Theoretical Studies (ETH-ITS) presents: Workshop „Mathematical Finance beyond classical models“ September 16 – 18, 2015 Semper Aula HG G 60

DocID: 1sk4d - View Document