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Department of Mathematics

Examination Papers (374)

Department of Mathematics (2670)

M1 Optimization (Prof. Ulbrich)

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Professur für Finanzmathematik (Prof. Scherer)

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Schlick, O. (4)

Mai, J-F. (5)

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Min, A. (18)

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Jahrbuch 1989 - 2007

mediaTUM GesamtbestandEinrichtungenFakultätenFakultät für MathematikZentrum MathematikM13 Lehrstuhl für Finanzmathematik (Prof. Zagst)Journal PapersHüttner, A.

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Hüttner, A.; Scherer, M.
A note on the valuation of CDS options and extension risk in a structural model with jumps
Journal of Financial Engineering
2016
03
02

Hüttner, A.; Mai, J-F.;
Sharp analytical lower bounds for the price of a convertible bond
The Journal of Derivatives
2018
26
2
7-18

Hüttner, A.; Mai, J-F.;
Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property
Journal of Statistical Computation and Simulation
2018

Hüttner, A.; Mai, J-F.; Mineo, S.
Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?
Dependence Modeling
2018

Gräler, Benedikt; Hüttner, Amelie; Scherer, Matthias
Geostatistical modeling of financial data: Estimation of large covariance matrices and imputation of missing data
Working paper
2019

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