Stefan R. Jaschke
Werke:
- Higher Order Forward Rate Agreements and the Smoothness of the Term Structure
- Quantile-VaR is the Wrong Measure to Quantify Market Risk for Regulatory Purposes
- The Cornish-Fisher-Expansion in the Context of Delta - Gamma - Normal Approximations
- A Note on Stochastic Volatility, GARCH models, and Hyperbolic Distributions