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Publications by Igl, Andreas

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Jump to: 2012 | 2011
Number of items: 3.


Igl, Andreas (2012) Risikobewertung von strukturierten Kreditprodukten. Finanzmanagement, 88. Dr. Kovac, Hamburg. ISBN 978-3830061977. Fulltext not available.

Hamerle, Alfred and Igl, Andreas and Plank, Kilian (2012) Correlation Smile, Volatility Skew and Systematic Risk Sensitivity of Tranches. Journal of Derivatives. (In Press) Fulltext not available.


Hamerle, Alfred and Igl, Andreas (2011) Valuation of complex financial instruments for credit risk transfer. In: Hu, Bo and Morasch, Karl and Pickl, Stefan and Siegle, Markus, (eds.) Operations Research Proceedings 2010. Springer, München, pp. 117-122. Fulltext not available.

This list was generated on Tue Dec 1 15:40:00 2015 CET.
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