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Wittke, Manuel's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
516 |
Total
Citations
1 |
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Kienitz, Joerg Deutsche Postbank AG Wittke, Manuel Deloitte & Touche - Financial Risk Solutions
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11 Sep 09
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Last Revised:
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30 Jun 10
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351
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SMM, SABR model, CMS, CMS Spread, Gyöngy Lemma, Markovian Projection, Displaced diffusion
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Wittke, Manuel Deloitte & Touche - Financial Risk Solutions
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140
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CMS, Convexity Correction, SABR Model, Replication Portfolio
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Kienitz, Joerg Deutsche Postbank AG Schuetterle, Peter E.on Energy Trading Wittke, Manuel Deloitte & Touche - Financial Risk Solutions
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25
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Libor Market Model, Stochastic Volatility, CMS, Markovian Projection, Parameter Averaging, Spread Options
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Wittke, Manuel Deloitte & Touche - Financial Risk Solutions Kienitz, Joerg Deutsche Postbank AG
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Stochastic Volatility, Levy Models, FFT, Hedge Strategies, Calibration, Exotic Options
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5.
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Sandmann, Klaus University of Bonn - The Bonn Graduate School of Economics Wittke, Manuel Deloitte & Touche - Financial Risk Solutions
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08 Jun 10
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Last Revised:
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09 Jun 10
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Option pricing and hedging, interest rate risk, exchange rate risk, change of numeraire
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