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Steady Does It? On the impact of tax uncertainty on investment into carbon abatement technologies
Frey, R. (Speaker)
19 Sept 2023Activity: Talk or presentation › Science to science

Steady Does It? On the impact of tax uncertainty on investment into carbon abatement technologies
Frey, R. (Speaker)
28 Apr 2023Activity: Talk or presentation › Science to science

Steady Does it? On the impact of tax uncertainty on investment into carbon abatement technologies
Frey, R. (Speaker)
20 Apr 2023Activity: Talk or presentation › Science to science

Deep neural network algorithms for parabolic PIDEs and FBSDEJs: convergence and applications (joint with Verena Köck)
Frey, R. (Speaker)
28 Apr 2022 → 29 Apr 2022Activity: Talk or presentation › Science to science

Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Finance and Insurance (joint with Verena Köck)
Frey, R. (Speaker)
31 Mar 2022 → 1 Apr 2022Activity: Talk or presentation › Science to science

Markovmodulated Affine Processes
Kurt, K. (Contributor) & Frey, R. (Contributor)
15 Oct 2020Activity: Talk or presentation › Science to science

Markovmodulated Affine Processes
Kurt, K. (Contributor) & Frey, R. (Contributor)
31 Aug 2020 → 4 Sept 2020Activity: Talk or presentation › Science to science

Conditionally affine processes with Markov modulated mean reversion and applications in credit risk.
Frey, R. (Contributor), Kurt, K. (Contributor) & Damian, C. (Contributor)
17 Dec 2019 → 20 Dec 2019Activity: Talk or presentation › Science to science

Value adjustments and dynamic hedging of reinsurance counterparty risk
Frey, R. (Contributor) & Köck, V. (Contributor)
12 Dec 2019 → 13 Dec 2019Activity: Talk or presentation › Science to science

EM Algorithm for a CIR Process with Markovmodulated Mean Reversion Level and Application to Eurozone Credit Spreads
Damian, C. (Contributor), Frey, R. (Contributor) & Kurt, K. (Contributor)
9 Sept 2019 → 11 Sept 2019Activity: Talk or presentation › Science to science

Sovereign Bond backed Securities as a new safe Asset for the Eurozone: a dynamic Credit Risk Perspective
Kurt, K. (Contributor), Frey, R. (Contributor) & Damian, C. (Contributor)
9 Sept 2019 → 11 Sept 2019Activity: Talk or presentation › Science to science

SovereignBond Backed Securities as a New Safe Asset for the Eurozone: A Dynamic Credit Risk Perspective
Kurt, K. (Contributor), Frey, R. (Contributor) & Damian, C. (Contributor)
4 Jun 2019 → 7 Jun 2019Activity: Talk or presentation › Science to science

Dynamic hedging of reinsurance counterparty risk and classical solutions of IPDEs
Frey, R. (Speaker)
19 Mar 2019 → 22 Mar 2019Activity: Talk or presentation › Science to science

SovereignBond Backed Securities as a new Safe Asset for the Eurozone: a Dynamic Credit Risk Perspective
Frey, R. (Speaker)
16 Jul 2018 → 20 Jul 2018Activity: Talk or presentation › Science to science

Optimal liquidation under partial information with price impact
Frey, R. (Speaker)
25 Jun 2018 → 29 Jun 2018Activity: Talk or presentation › Science to science

Hidden Markov Model for the Contagion between Eurozone Spreads
Damian, C. (Contributor), Kurt, K. (Contributor) & Frey, R. (Contributor)
27 Feb 2018 → 2 Mar 2018Activity: Talk or presentation › Science to science

EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies
Damian, C. (Contributor), EksiAltay, Z. (Contributor) & Frey, R. (Contributor)
14 Sept 2017 → 16 Sept 2017Activity: Talk or presentation › Science to science

EM Algorithm for Markov Chains Observed via Gaussian Noise and Point Process Information: Theory and Numerical Experiments
Damian, C. (Contributor), EksiAltay, Z. (Contributor) & Frey, R. (Contributor)
3 Jul 2017 → 5 Jul 2017Activity: Talk or presentation › Science to science

Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Credit Risk
Frey, R. (Speaker)
3 Jul 2017 → 5 Jul 2017Activity: Talk or presentation › Science to science

EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and numerical experiments
Damian, C. (Contributor), EksiAltay, Z. (Contributor) & Frey, R. (Contributor)
19 Jun 2017 → 23 Jun 2017Activity: Talk or presentation › Science to science

EM Algorithm for Diffusion and Point Process Information: Theory, Numerical Experiments and Applications to Credit Risk
Frey, R. (Speaker)
29 May 2017 → 2 Jun 2017Activity: Talk or presentation › Science to science

Optimal Liquidation under partial information with price impact
Frey, R. (Speaker)
19 Apr 2017 → 22 Apr 2017Activity: Talk or presentation › Science to science

EM Algorithm For Markov Chain Observed via Gaussian Noise and Point Processes Information
EksiAltay, Z. (Contributor), Damian, C. (Contributor) & Frey, R. (Contributor)
9 Mar 2017 → 11 Mar 2017Activity: Talk or presentation › Science to science

Filterbased discretetime EM algorithm with diffusion and point process observation
Damian, C. (Contributor), Frey, R. (Contributor) & EksiAltay, Z. (Contributor)
9 Dec 2016 → 11 Dec 2016Activity: Talk or presentation › Science to science

Shall I sell or shall I wait: optimal liquidation under partial information with market impact
Frey, R. (Speaker)
23 Sept 2016Activity: Talk or presentation › Science to science

Shall I sell or shall I wait: optimal liquidation under partial information with market impact
Frey, R. (Speaker)
17 Jul 2016Activity: Talk or presentation › Science to science

Correlation and Contagion as Sources of Systemic Risk
Frey, R. (Speaker)
25 Sept 2015 → 26 Sept 2015Activity: Talk or presentation › Science to science

Book launch: "Quantitative Risk Management" (Revised Edition), with Alexander McNeil and Paul Embrechts.
Frey, R. (Speaker)
11 Sept 2015Activity: Talk or presentation › Science to science

Corporate Security Prices in Structural Credit Risk Models with Incomplete Information
Frey, R. (Speaker)
3 Oct 2014Activity: Talk or presentation › Science to science

Corporate Security Prices in Structural Credit Risk Models with Incomplete Information
Frey, R. (Speaker)
22 Sept 2014Activity: Talk or presentation › Science to science

Contagion Effects and Collateralized Credit Value Adjustments for Credit Default Swaps
Frey, R. (Speaker)
24 Aug 2014 → 29 Aug 2014Activity: Talk or presentation › Science to science

Structural Credit Risk Models under Incomplete Information and the Pricing of Contingent Convertibles
Frey, R. (Speaker)
9 May 2014Activity: Talk or presentation › Science to science

Structural Credit Risk Models under Incomplete Information and the Pricing of Contingent Convertibles
Frey, R. (Speaker)
17 Dec 2013 → 20 Dec 2013Activity: Talk or presentation › Science to science

Portfolio optimization under partial information with expert opinions: a dynamic programming approach
Frey, R. (Speaker)
15 Nov 2013Activity: Talk or presentation › Science to science

Dynamics of Corporate Security Prices and Option Pricing in Firm Value Models with Incomplete Information. Keynote Lecture
Frey, R. (Speaker)
11 Oct 2012 → 13 Oct 2012Activity: Talk or presentation › Science to science

Nonlinear BlackScholes Equations in Finance: Associated Control Problems and Properties of Solutions
Frey, R. (Speaker)
15 Mar 2012Activity: Talk or presentation › Science to science

Dynamics of Corporate Security Prices and Option Pricing in Firm Value Models with Incomplete Information
Frey, R. (Speaker)
9 Feb 2012 → 10 Feb 2012Activity: Talk or presentation › Science to science

Pricing and hedging of Credit Derivatives via the Innovations Approach to Nonlinear Filtering
Frey, R. (Speaker)
Jun 2011Activity: Talk or presentation › Science to science

Optimal Securitization of Credit Portfolios via Impulse Control
Frey, R. (Speaker)
Jun 2010Activity: Talk or presentation › Science to science


Credit Innovation: Pricing and Hedging of
Credit Derivatives via the Innovations
Approach to Nonlinear FilteringFrey, R. (Speaker)
Mar 2010Activity: Talk or presentation › Science to science

Credit Innovation: Pricing and Hedging of
Credit Derivatives via the Innovations
Approach to Nonlinear FilteringFrey, R. (Speaker)
1 May 2009Activity: Talk or presentation › Science to science

invited theme talk (nonplenary)
Frey, R. (Speaker)
Jul 2008Activity: Talk or presentation › Science to science

Constructing credit risk models via nonlinear filtering
Frey, R. (Speaker)
1 May 2008Activity: Talk or presentation › Science to science


Option Pricing in Illiquid Markets and Nonlinear
BlackScholes EquationsFrey, R. (Speaker)
1 May 2007Activity: Talk or presentation › Science to science

Invited plenary speaker
Frey, R. (Speaker)
1 May 2007Activity: Talk or presentation › Science to science


