Browsing All of EconStor by Author Schmidt, Wolfgang M.
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
1998 | LIBOR in Arrears (Nachträgliche LIBOR-Feststellung) | Heidorn, Thomas; Schmidt, Wolfgang M. |
2003 | Modeling default dependence with threshold models | Overbeck, Ludger; Schmidt, Wolfgang M. |
2003 | Notes on convexity and quanto adjustments for interest rates and related options | Boenkost, Wolfram; Schmidt, Wolfgang M. |
2004 | Cross currency swap valuation | Boenkost, Wolfram; Schmidt, Wolfgang M. |
2006 | Interest rate convexity and the volatility smile | Boenkost, Wolfram; Schmidt, Wolfgang M. |
2007 | Default swaps and hedging credit baskets | Schmidt, Wolfgang M. |
2008 | Latin hypercube sampling with dependence and applications in finance | Packham, Natalie; Schmidt, Wolfgang M. |
2009 | Credit dynamics in a first passage time model with jumps | Packham, Natalie; Schlögl, Lutz; Schmidt, Wolfgang M. |
2009 | Credit gap risk in a first passage time model with jumps | Packham, Natalie; Schlögl, Lutz; Schmidt, Wolfgang M. |
2012 | Das Geschäft mit Derivaten und strukturierten Produkten: Welche Rolle spielt die Bank? | Schmidt, Wolfgang M. |