Access Statistics for Erik Schlogl

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps 2 4 38 349 14 35 173 998
A Markovian Defaultable Term Structure Model with State Dependent Volatilities 0 0 4 159 1 3 24 380
A Multicurrency Extension of the Lognormal Interest Rate Market Models 4 10 29 247 4 13 58 481
A Square-Root Interest Rate Model Fitting Discrete Initial Term Structure Data 0 0 0 0 7 11 54 492
A Tractable Term Structure Model with Endogenous Interpolation and Positive Interest Rates 0 5 20 292 3 12 50 1,010
Alternative Defaultable Term Structure Models 3 5 27 27 5 13 48 48
Arbitrage-Free Interpolation in Models of Market Observable Interest Rates 7 26 88 336 12 50 230 836
Correlating Market Models 0 3 28 381 0 5 46 518
Extracting the Joint Volatility Structure of Foreign Exchange and Interest Rates from Option Prices 1 2 7 115 2 5 16 228
Factor Distributions Implied by Quoted CDO Spreads Tranche Pricing 1 4 25 133 3 8 66 303
Factor Models and the Shape of the Term Structure 0 4 19 492 6 16 55 1,272
On Short Rate Processes and Their Implications for Term Structure Movements 0 0 8 202 0 1 22 677
Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives 2 3 12 386 5 12 43 1,551
Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives 2 2 2 59 3 5 9 217
Simulated Swaption Delta-Hedging in the Lognormal Forward Libor Model 4 15 66 519 12 48 223 1,424
The Risk Management of Minimum Return Guarantees 1 2 13 143 1 2 32 369
The Risk Management of Minimum Return Guarantees 1 2 30 153 2 3 79 406
Zustandspreise und die Modellierung des Zinsänderungsrisikos 0 0 0 1 8 17 79 404
Total Working Papers 28 87 416 3,994 88 259 1,307 11,614

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES 2 2 5 6 2 2 15 18
A multicurrency extension of the lognormal interest rate Market Models 1 3 27 409 3 9 80 1,118
A square root interest rate model fitting discrete initial term structure data 1 1 13 196 3 6 70 663
Total Journal Articles 4 6 45 611 8 17 165 1,799

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Statistics updated 2009-11-04