Frey, Rüdiger
Frey, Rüdiger, 1966-
VIAF ID: 75001108 ( Personal )
Permalink: http://viaf.org/viaf/75001108
Preferred Forms
- 100 1 _ ‡a Frey, Rüdiger
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- 100 1 0 ‡a Frey, Rüdiger
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- 100 1 _ ‡a Frey, Rüdiger ‡d 1966-
- 100 1 _ ‡a Frey, Rüdiger
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- 100 1 _ ‡a Frey, Rüdiger (sparse)
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- 100 1 _ ‡a Frey, Rüdiger ‡d 1966-
- 100 1 _ ‡a Frey, Rüdiger ‡d 1966-
- 100 1 _ ‡a Frey, Rüdiger, ‡d 1966-
4xx's: Alternate Name Forms (2)
5xx's: Related Names (4)
- 510 2 _ ‡a Eidgenössische Technische Hochschule Zürich ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Rheinische Friedrich-Wilhelms-Universität Bonn ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität Leipzig ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Wirtschaftsuniversität Wien ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Asset price volatility and option hedging in imperfectly elastic markets | |
Bounds on European option prices under stochastic volatility | |
Derivate asset analysis in models with level dependent and stochastic volatility | |
nr98042110 | |
Portfolio insurance and volatility | |
Quantitative risk management : concepts, techniques and tools | |
Superreplication in stochastic volatility models and optimal stopping | |
systematic approach to pricing and hedging of international derivates with interest rate risk | |
Teiryoteki risuku kanri : Kiso gainen to suri giho. | |
定量的リスク管理 : 基礎概念と数理技法 |