EconBiz Author Profile

Click on a term to reduce result list Information symbol The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.

risk managementcms spreadoption pricing theoryoption tradinglibor marketmarket modelimplied cmsexplicit approximationsapproximations multimulti assetasset optionoption pricesprices includingincluding greekscommodity analysisanalysis applicationsapplications riskcalibration libormodel usingusing correlationscorrelations impliedspread optionextend existingcommodity derivativeportfolio managementportfolio selectionyield curveinterest rate derivativegreeks explicitgreeks multivariatemultivariate commoditymanagement calibrationspread optionsoptions calibrationoptions crosscross commoditymanagement erweiterungerweiterung strompreismodellsstrompreismodells garchgarch prozesseprozesse articlearticle lowerlower boundbound approximationapproximation stochasticstochastic programprogram typicaltypical complexcomplex financialfinancial derivativesderivatives bermudanbermudan optionsoptions rainbowrainbow optionsoptions swingswing contractscontracts approximationapproximation basedbased algorithmalgorithm requirerequire simulationsimulation usesuses knownknown spreadoption pricingformula methodexplicitly computeslower boundsbounds claimsensitivities deltasgammas availablepractical toolpricing riskanalysis exoticpayoff structuresstructures usefuluseful dayday dayday environmentﬁrst timepresents extensiveempirical studyﬁt marketswap cms

Match by:

Sort by:

Records:

Years of publications: 2004 - 2014

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Reik H. Börger

Alternative spellings:
Reik Börger

B: 1979 Berlin
Biblio: Tätig an der WGZ Bank, Düsseldorf ; Diplomarbeit 2004, Diss. Fakultät für Mathematik und Wirtschaftswissenschaften der Univ. Ulm, Inst. für Finanzmathematik