Skip to contents Schlögl, Erik [Author] Interest rate factor models : term structure dynamics and derivatives pricing Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 1997 Mahayni, Antje Brigitte [Author] ; Schlögl, Erik [Other]; Schlögl, Lutz [Other] Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [1999] Feng, Yu [Author] ; Schlögl, Erik [Other] Model Risk Measurement Under Wasserstein Distance Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FIRN Research Paper Alfeus, Mesias [Author] ; Schlögl, Erik [Other] On Numerical Methods for Spread Options Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FIRN Research Paper Gellert, Karol [Author] ; Schlögl, Erik [Other] Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FIRN Research Paper, Forthcoming Chang, Yang [Author] ; Schlögl, Erik [Other] A Consistent Framework for Modelling Basis Spreads in Tenor Swaps Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Pilz, Kay F. [Author] ; Schlögl, Erik [Other] Calibration of the Multi-Currency LIBOR Market Model Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Chang, Yang [Author] ; Schlögl, Erik [Other] Carry Trade and Liquidity Risk : Evidence from forward and Cross-Currency Swap Markets Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Pilz, Kay F. [Author] ; Schlögl, Erik [Other] A Hybrid Commodity and Interest Rate Market Model Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Mahayni, Antje Brigitte [Author] ; Schlögl, Erik [Other] The Risk Management of Minimum Return Guarantees Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Schlögl, Erik [Author] ; Schlögl, Lutz [Other] A Square-Root Interest Rate Model Fitting Discrete Initial Term Structure Data Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2000] Schlogl, Erik [Author] Quantitative finance : an object-oriented approach in C++ Books View online Schließen > Access ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Boca Raton, FL: CRC Press, c2014 Published in: Chapman & Hall/CRC financial mathematics series Schlögl, Erik [Author] Option Pricing Where the Underlying Assets Follow a Gram/Charlier Density of Arbitrary Order Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Schlögl, Erik [Author] A Multicurrency Extension of the Lognormal Interest Rate Market Models Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [1999] Schlögl, Erik [Author] ; Dun, Tim [Other]; Barton, Geoff [Other] Simulated Swaption Delta-Hedging in the Lognormal Forward Libor Model Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2000] Schlögl, Erik [Author] ; Sommer, Daniel [Other] Factor Models and the Shape of the Term Structure Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [1997] Alfeus, Mesias [Author] ; Grasselli, Martino [Other]; Schlögl, Erik [Other] A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FIRN Research Paper Nielsen, J. Aase [Author] ; Sandmann, Klaus [Other]; Schlögl, Erik [Other] Equity-Linked Pension Schemes with Guarantees Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Choy, Bruce [Author] ; Dun, Tim [Other]; Schlögl, Erik [Other] Correlating Market Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2003] Gellert, Karol [Author]; Schlögl, Erik [Author] Parameter learning and change detection using a particle filter with accelerated adaptation Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Risks ; 9(2021), 12 vom: Dez., Artikel-ID 228, Seite 1-18
Schlögl, Erik [Author] Interest rate factor models : term structure dynamics and derivatives pricing Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 1997
Mahayni, Antje Brigitte [Author] ; Schlögl, Erik [Other]; Schlögl, Lutz [Other] Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [1999]
Feng, Yu [Author] ; Schlögl, Erik [Other] Model Risk Measurement Under Wasserstein Distance Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FIRN Research Paper
Alfeus, Mesias [Author] ; Schlögl, Erik [Other] On Numerical Methods for Spread Options Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FIRN Research Paper
Gellert, Karol [Author] ; Schlögl, Erik [Other] Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FIRN Research Paper, Forthcoming
Chang, Yang [Author] ; Schlögl, Erik [Other] A Consistent Framework for Modelling Basis Spreads in Tenor Swaps Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Pilz, Kay F. [Author] ; Schlögl, Erik [Other] Calibration of the Multi-Currency LIBOR Market Model Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Chang, Yang [Author] ; Schlögl, Erik [Other] Carry Trade and Liquidity Risk : Evidence from forward and Cross-Currency Swap Markets Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Pilz, Kay F. [Author] ; Schlögl, Erik [Other] A Hybrid Commodity and Interest Rate Market Model Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Mahayni, Antje Brigitte [Author] ; Schlögl, Erik [Other] The Risk Management of Minimum Return Guarantees Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Schlögl, Erik [Author] ; Schlögl, Lutz [Other] A Square-Root Interest Rate Model Fitting Discrete Initial Term Structure Data Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2000]
Schlogl, Erik [Author] Quantitative finance : an object-oriented approach in C++ Books View online Schließen > Access ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Boca Raton, FL: CRC Press, c2014 Published in: Chapman & Hall/CRC financial mathematics series
Schlögl, Erik [Author] Option Pricing Where the Underlying Assets Follow a Gram/Charlier Density of Arbitrary Order Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010]
Schlögl, Erik [Author] A Multicurrency Extension of the Lognormal Interest Rate Market Models Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [1999]
Schlögl, Erik [Author] ; Dun, Tim [Other]; Barton, Geoff [Other] Simulated Swaption Delta-Hedging in the Lognormal Forward Libor Model Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2000]
Schlögl, Erik [Author] ; Sommer, Daniel [Other] Factor Models and the Shape of the Term Structure Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [1997]
Alfeus, Mesias [Author] ; Grasselli, Martino [Other]; Schlögl, Erik [Other] A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FIRN Research Paper
Nielsen, J. Aase [Author] ; Sandmann, Klaus [Other]; Schlögl, Erik [Other] Equity-Linked Pension Schemes with Guarantees Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Choy, Bruce [Author] ; Dun, Tim [Other]; Schlögl, Erik [Other] Correlating Market Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2003]
Gellert, Karol [Author]; Schlögl, Erik [Author] Parameter learning and change detection using a particle filter with accelerated adaptation Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Risks ; 9(2021), 12 vom: Dez., Artikel-ID 228, Seite 1-18
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