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Wichtigste Keywords
Buehler Consistent Variance Curve Models statistical hedging Stochastic Dividends dividend models Stochastic Local Vol models time-consistent dividend models Modeling Stochastic Dividends stochastic proportional dividends stochastic volatility models Deutsche Bank Seminar Stochastic Bank Seminar Stochastic Analysis Variance Swap affine dividends Delta Hedging Variance Swaps Hedging Performance Cash Dividends stochastic local volatility Heston Model hedging derivatives classic greek hedging Trading Risk Management Conference Derivatives Trading Risk Management Global Derivatives Trading Risk Risk Management Conference Amsterdam A.Bermudez A.Ferraris C.Jordinson A.Lamnouar M.Overhaus A.Bermudez A.Ferraris C.Jordinson Equity Derivatives Quantitative Research Derivatives Risk Management Markets simple credit risk Quantitative Products Analytics first version March Equities Quantitative Research JP Morgan Market Completeness general diffusion driven assess performance differences new results Modelling Techniques Berlin December updated version presentation discusses diffusion processes Berlin July Quantitative Finance Humboldt University Technical University HU Berlin
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Interne Links
Externe Links
Anchor | URL |
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SSRN | http://ssrn.com/author=457329 |
Humboldt University | http://www.hu-berlin.de |
Technical University | http://www.tu-berlin.de |
Alexander Schied | http://www.alexschied.de |
Deutsche Bank | http://www.db.com |
JP Morgan Chase | http://www.jpmorgan.com |
http://www.amazon.co.uk/Volatility-Markets-Consistent-Practical-Implementation/dp/36390201... | |
http://www.amazon.com/gp/product/0471770582/ref=sr_11_1/102-0171741-0016971?%5Fencoding=UT... | |
GME Quantitative Products Analytics | http://www.dbquant.com |
Volatility Markets: Consistent Modelling, Hedging and Practical Implementation | http://ssrn.com/abstract=1118245 |