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Publications by Igl, Andreas

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

2012

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.

2011

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 Sun Feb 14 20:06:15 2016 CET.
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