Alexander Schröter

Areas of research :

This part of the homepage is still under construction. Currently, only some references are given below:
[1]	Philipp J. Schönbucher: "Credit derivatives pricing models: models, pricing and implementation", John Wiley & Sons Inc., 2003.
[2]	Roger B. Nelsen: "An introduction to copulas", Second Edition, Springer Verlag, 2006.
[3]	Rüdiger U. Seydel: "Tools for computational finance", Fourth Edition, Springer Verlag, 2009.

Conferences, Workshops and Talks:

02/03/2012	Amsterdam-Cologne Workshop on Computational Finance Host: Prof. Dr. R. Seydel, Cologne, Germany Speaker: "A fast Quadrature Method for Pricing Basket Default Swaps"
22/09/2011	DMV annual conference 2011: Symposium on Computational Finance Hosts: PD Dr. P. Heider, Prof. Dr. R. Korn, Prof. Dr. R. Seydel, Cologne, Germany Participant
01/03/2011	Amsterdam-Cologne Workshop on Computational Finance Host: Prof. Dr. C. Oosterlee, Amsterdam, The Netherlands Participant
16/05/2010	ifb AG Bayenwerft 14, 50678 Cologne, Germany Speaker: "Copula Modelle und Modellrisiken"