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Engelmann, Bernd's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
515 |
Total
Citations
1 |
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1.
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Engelmann, Bernd
Quantsolutions Koster, Frank
affiliation not provided to SSRN Oeltz, Daniel
affiliation not provided to SSRN
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26 Apr 11
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Last Revised:
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13 Feb 12
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368
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Heston Model, Local Volatility Model, Finite Volume Scheme
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Engelmann, Bernd
Quantsolutions
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09 Mar 11
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Last Revised:
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19 Oct 12
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147
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Loan Pricing, Prepayment Options, Interest Rate Derivatives Pricing, Credit Risk Modeling, Risk Management of Loans
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3.
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Engelmann, Bernd
Quantsolutions Fengler, Matthias R.
University of St. Gallen - School of Economics and Political Science Schwendner, Peter
Zurich University of Applied Sciences
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09 Oct 06
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Last Revised:
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10 Mar 11
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Local Volatility Model, Barrier Options, Implied Volatility Smile, Empirical Hedging Analysis
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