mediaTUM - Media and Publication Server

User: Guest

mediaTUM Content

University Bibliography

Collections

Institutions

Academic Departments

Department of Mathematics

Examination Papers (356)

Department of Mathematics (2534)

M1 Optimization (Prof. Ulbrich)

M2 Numerical Mathematics (Prof. Wohlmuth)

M3 Scientific Computing (Prof. Bornemann)

M4 Mathematical Statistics (Prof. Klüppelberg) (724)

M5 Mathematical Physics (Prof. Spohn)

M6 Mathematical Modelling (Prof. Brokate)

M7 Analysis (Prof. Friesecke)

M8 Dynamical Systems (Prof. Scheurle)

M9 Applied Geometry and Discrete Mathematics (Prof. Gritzmann) (358)

M10 Geometry and Visualization (Prof. Richter-Gebert) (1)

M11 Algorithmic Algebra (Prof. Kemper)

M12 Biomathematics (Prof. Theis) (586)

M13 Mathematical Finance (Prof. Zagst) (865)

Master Theses (425)

Bachelor Theses (81)

Journal Papers (292)

Mai, J-F. (4)

Havrylenko, Y. (1)

Jaser, M. (1)

Archive (12)

Artinger, H. (1)

Bannoer, K.-F. (5)

Bernhart, G. (7)

Bienek, T. (4)

Fernandez, L. (6)

Friederich, T. (7)

Gaß, M. (4)

Glau, K. (20)

Hieber, P. (19)

Hüttner, A. (5)

Khedher, A. (17)

Krause, D. (3)

Kraus, J. (2)

Krayzler, M. (6)

Mahlstedt, M. (6)

Min, A. (16)

Neykova, D. (5)

Ramsauer, F. (3)

Schenk, S. (6)

Scherer, M. (57)

Schmidt, T. (1)

Schulz, T. (3)

Shenkman, N. (1)

Wahl, M. (5)

Zagst, R. (108)

Lichtenstern, A. (3)

Sloot, H. (2)

Book Sections and Proceedings (60)

Books (14)

Key publications (5)

M14 Probability Theory (Prof. Gantert, Prof. Steiger) (1)

M15 Other Professors (N.N.)

M16 Numerische Methoden - IPP (N.N.)

M17 Optimalsteuerung (Prof. Vexler)

John von Neumann Gastprofessur

Ehemalige Einrichtungen

Fotos

TUM School of Governance

Physics Department

Department of Chemistry

TUM School of Management

TUM Department of Civil, Geo and Environmental Engineering

Department of Architecture

Faculty of Mechanical Engineering

Department of Electrical and Computer Engineering

Faculty of Informatics

Center of Life and Food Sciences Weihenstephan

Fakultät für Medizin

Faculty of Sport and Health Science

TUM School of Education

TUM Campus Straubing für Biotechnologie und Nachhaltigkeit

Research Centers

Service Facilities

Partnerschaftliche Einrichtungen

Jahrbuch 1989 - 2007

Research Data

Help

Contact

About mediaTUM

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

sort by:
and:

items per page

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

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

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

sort by:
and: