Navigation auf uzh.ch
Suche
Navigation öffnen/schliessen
Doctoral Program in Finance
Quicklinks und Sprachwechsel
Home
Contact
Search
Main navigation
Graduate School of Finance
Zurück
Graduate School of Finance
Graduate School of Finance
Menü schliessen
People
Zurück
People
People
Menü schliessen
Courses 23/24
Zurück
Courses 23/24
Courses 23/24
Menü schliessen
Course Calendar
Zurück
Course Calendar
Course Calendar
Menü schliessen
Research Output
Zurück
Research Output
Research Output
Menü schliessen
Repository
Zurück
Repository
Repository
Menü schliessen
Events and News
Zurück
Events and News
Events and News
Menü schliessen
More
Menü schliessen
Home
People
Graduates
Jacob Stromberg
Jacob Stromberg
Thesis
Thesis Title:
Essays on the Pricing and Modeling of Derivatives and Risk-Taking Incentives
Thesis Advisor:
Prof. Marc Chesney
Year of Graduation:
2012
Next Employment
UBS, Zurich
Research Papers
Marc Chesney, Jacob Stromberg and Alexander F. Wagner:
Managerial Incentives to Take Asset Risk
, 2010, Swiss Finance Institute Research Paper No. 10-18
Matti Koivu, Ken Nyholm and Jacob Stromberg:
Joint Modelling of International Yield Curves
, 2007, SSRN
Markus Leippold and Jacob Stromberg:
Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube
, 2013, Swiss Finance Institute Research Paper No. 12-23
Publications
Markus Leippold, Jacob Stromberg,
Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube
, Journal of Financial Economics, Vol. 111 (No. 1), p. 224-250, Januar 2014
Bild-Overlay schliessen
Video-Overlay schliessen
[%=content%]
[%=content%]
[%=content%]
back
Übersichtsseite
[%=text%]
[%=content%]
Menü schliessen
[%=text%]
back
[%=text%]
[%=content%]