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Factor distributions implied by quoted CDO spreads tranche pricing
Schlögl, Erik; Schlögl, Lutz - 2007
Persistent link: https://www.econbiz.de/10003437599
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Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen; Sandmann, Klaus; Schlögl, Erik - 2010
Persistent link: https://www.econbiz.de/10008662192
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A hybrid commodity and interest rate
Pilz, K. F.; Schlögl, Erik - 2009
Persistent link: https://www.econbiz.de/10008662358
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A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang; Schlögl, Erik - 2014
Persistent link: https://www.econbiz.de/10011344803
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Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan; Dun, Tim; Schlögl, Erik - In: Contemporary quantitative finance : essays in honour of …, (pp. 369-405). 2010
Persistent link: https://www.econbiz.de/10008749176
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Calibration of multicurrency LIBOR market models
Pilz, Kay Frederik; Schlögl, Erik - 2010
Persistent link: https://www.econbiz.de/10009564650
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Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen; Sandmann, Klaus; Schlögl, Erik - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 547-564
Persistent link: https://www.econbiz.de/10009404671
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Carry trade and liquidity risk : evidence from forward and cross-currency swap markets
Chang, Yang; Schlögl, Erik - 2012
Persistent link: https://www.econbiz.de/10009613974
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The risk management of minimum return guarantees
Mahayni, Antje; Schlögl, Erik - 2003
Persistent link: https://www.econbiz.de/10002250900
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Simulated swaption delta-hedging in the lognormal forward LIBOR model
Dun, Tim; Barton, Geoff; Schlögl, Erik - In: International journal of theoretical and applied finance 4 (2001) 4, pp. 677-709
Persistent link: https://www.econbiz.de/10001600372