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Stefanovits, David
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Search Results - Stefanovits, David
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Stefanovits, David
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Consistent re-calibration of the discrete-time multifactor Vasicek model
by
Harms, Philipp
,
Stefanovits, David
,
Teichmann, Josef
,
Wüthrich, Mario V
Published in
Risks (Basel)
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Model risk in portfolio optimization
by
Stefanovits, David
,
Schubiger, Urs
,
Wüthrich, Mario V
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Risks (Basel)
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Consistent recalibration of yield curve models
by
Harms, Philipp
,
Stefanovits, David
,
Teichmann, Josef
,
Wüthrich, Mario V.
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Mathematical finance
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Interest Rates: Determination, Term Structure, And Effects
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Asset Pricing, Trading Volume, Bond Interest Rates
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Consistent Re-Calibration
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Consistent Re‐Calibration
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