| . |
Engelmann, Bernd's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
515 |
Total
Citations
1 |
|
|
|
|
|
1.
|
|
|
Engelmann, Bernd Quantsolutions Koster, Frank affiliation not provided to SSRN Oeltz, Daniel affiliation not provided to SSRN
|
| Posted: |
|
26 Apr 11
|
|
Last Revised:
|
|
13 Feb 12
|
|
368
(37,762)
|
1
|
|
| |
|
| |
Heston Model, Local Volatility Model, Finite Volume Scheme
|
|
|
2.
|
|
|
Engelmann, Bernd Quantsolutions
|
| Posted: |
|
09 Mar 11
|
|
Last Revised:
|
|
19 Oct 12
|
|
147
(99,655)
|
|
|
| |
|
| |
Loan Pricing, Prepayment Options, Interest Rate Derivatives Pricing, Credit Risk Modeling, Risk Management of Loans
|
|
|
3.
|
|
|
Engelmann, Bernd Quantsolutions Fengler, Matthias R. University of St. Gallen - School of Economics and Political Science Schwendner, Peter Zurich University of Applied Sciences
|
| Posted: |
|
09 Oct 06
|
|
Last Revised:
|
|
10 Mar 11
|
|
|
|
|
| |
|
| |
Local Volatility Model, Barrier Options, Implied Volatility Smile, Empirical Hedging Analysis
|
|
Records 1 -
3
of 3 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo8 in 0.312 seconds
|