Quotation Frey, Rüdiger, Kurt, Kevin, Damian, Camilla. 2019. Conditionally affine processes with Markov modulated mean reversion and applications in credit risk. QMF 2019 - Quantitative Methods in Finance 2019 Conference, University of Technology, Sydney, Australien, 17.12.-20.12. Invited Talk


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Conditionally affine processes with Markov modulated mean reversion and applications in credit risk.
Event QMF 2019 - Quantitative Methods in Finance 2019 Conference, University of Technology
Year 2019
Date 17.12.-20.12.
Country Australia
Location Sydney
URL https://www.uts.edu.au/research-and-teaching/our-research/quantitative-finance-research/events/qmf-2019
Invited Talk Y

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Frey, Rüdiger (Details)
Kurt, Kevin (Details)
Damian, Camilla (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
5361 Financial management (Details)
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