Silke Prohl

Princeton University

Sherrerd Hall, Charlton Street

Princeton, NJ 08544

United States

NYU

251 Mercer Street

New York, NY - 10012

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 31,847

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Top 31,847

in Total Papers Downloads

1,584

SSRN CITATIONS

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CROSSREF CITATIONS

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Ideas:
“  Quantitative and Mathematical Finance.  ”

Scholarly Papers (16)

1.

Fourier Analysis for Mathematical Finance

Number of pages: 69 Posted: 02 Feb 2016 Last Revised: 24 Jan 2018
Silke Prohl
Princeton University
Downloads 255 (131,236)

Abstract:

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Fourier Analysis, Complex Analysis, Real Analysis

2.

Stochastic Portfolio Optimization Theory in Mathematical Finance

Stochastic Portfolio Optimization Theory in Mathematical Finance, 2012
Number of pages: 170 Posted: 15 Feb 2016 Last Revised: 22 Jan 2018
Silke Prohl
Princeton University
Downloads 211 (157,725)

Abstract:

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3.

Advanced Stochastic Portfolio Theory in Mathematical Finance

Advanced Stochastic Portfolio Theory in Mathematical Finance, 2011
Number of pages: 164 Posted: 15 Feb 2016 Last Revised: 24 Jan 2018
Silke Prohl
Princeton University
Downloads 195 (169,739)

Abstract:

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4.

Harmonic Analysis for Mathematical Finance

Number of pages: 93 Posted: 06 Feb 2016 Last Revised: 24 Jan 2018
Silke Prohl
Princeton University
Downloads 195 (169,739)

Abstract:

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Harmonic analysis, Real analysis.

5.

Finite Element Methods for Partial Differential Equations for Option Pricing

Number of pages: 188 Posted: 18 Jan 2019
Silke Prohl
Princeton University
Downloads 164 (197,657)

Abstract:

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6.

Libor Market Models

Number of pages: 180 Posted: 02 May 2016 Last Revised: 24 Jan 2018
Silke Prohl
Princeton University
Downloads 106 (277,089)

Abstract:

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Libor Market Models; Numerical Approximation of Libor Market Models

7.

Pricing, Valuation and Hedging of Credit Derivatives

Number of pages: 79 Posted: 02 May 2016 Last Revised: 24 Jan 2018
Silke Prohl
Princeton University
Downloads 72 (352,124)

Abstract:

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CDS contracts; OTC contracts

8.

Solving Non-Linear PDE for Mathematical Finance

Number of pages: 87 Posted: 02 Feb 2016 Last Revised: 24 Jan 2018
Silke Prohl
Princeton University
Downloads 62 (380,997)

Abstract:

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9.

Pricing of Defaultable Claims in a Semi Martingale Setting

Number of pages: 26 Posted: 08 Jun 2016 Last Revised: 05 Sep 2016
Silke Prohl
Princeton University
Downloads 59 (390,415)

Abstract:

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Semi martingale, default time, credit default swaps

10.

Valuation of Credit Derivatives Portfolio

Number of pages: 40 Posted: 07 Sep 2016
Silke Prohl
Princeton University
Downloads 56 (400,434)

Abstract:

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Credit Derivatives Portfolio; Credit Default Swaps

11.

Spectral Theory of PDE for Mathematical Finance

Number of pages: 87 Posted: 06 Aug 2016 Last Revised: 24 Jan 2018
Silke Prohl
Princeton University
Downloads 54 (407,191)

Abstract:

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PDE; Mathematical Finance

12.

No-Arbitrage Pricing of Securities Under Transaction Costs

Number of pages: 218 Posted: 03 Jul 2016 Last Revised: 24 Jan 2018
Silke Prohl
Princeton University
Downloads 45 (440,073)

Abstract:

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Arbitrage theory

13.

Levy-Driven Libor Model and its Numerical Approximation

Number of pages: 20 Posted: 27 Jan 2016
Silke Prohl
Princeton University
Downloads 39 (464,837)

Abstract:

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14.

Reorganization and Bankruptcy of Banks and Securities Dealers in Switzerland

Number of pages: 22 Posted: 22 Sep 2017
Silke Prohl
Princeton University
Downloads 31 (501,814)

Abstract:

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Swiss reorganization and bankruptcy law; banks and securities dealers

15.

Pricing of Defaultable Claims in a Semimartingale Setting

Number of pages: 26 Posted: 07 Sep 2016
Silke Prohl
Princeton University
Downloads 21 (559,770)

Abstract:

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Defaultable Credit Derivatives

16.

Risk Estimation for GARCH Processes with Heavy-Tailed Innovations

Number of pages: 56 Posted: 18 Jan 2019
Princeton University, Bulgarian Academy of Science, Texas Tech University, EDHEC Business School and affiliation not provided to SSRN
Downloads 19 (572,556)

Abstract:

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