June 27, 2007 FIND Meeting, 2007 1 From Packet-Switching to Contract- Switching Aparna Gupta Shivkumar Kalyanaraman Rensselaer Polytechnic Institute Troy,
From real to risk neutral probability measure for pricing and managing cva
Long term investment strategies: Dollar cost averaging vs Lump sum investments
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case Laura Ballotta,Steven Haberman.
Putting the Power of Modern Applied Stochastics into DFA Peter Blum 1)2), Michel Dacorogna 2), Paul Embrechts 1) 1) ETH Zurich Department of Mathematics.
Forward-Looking Market Risk Premium Weiqi Zhang National University of Singapore Dec 2010.
Hedging the Asset Swap of the JGB Floating Rate Notes Jiakou Wang Presentation at SooChow University March 2009.
Hedging the Asset Swap
Philip Stahl, Philipp B Rindler - Robust Calculation of MFIV from Calibrated Surface.pdf
Ivan Bercovich Senior Lecture Series Friday, April 17 th, 2009.
