| Diploma thesis |
|---|
| Valuation of CMT floater (german) (PDF) |
| Seminars |
| Global Tracker Funds (german) (PDF) Comparision between active and passive portfolio management |
| Statistical methods for fuzzy data (german) (PDF) Estimations and confidence intervals of parameters, non-parametric estimations and statistical test for fuzzy data |
| Practical courses |
| Integration of fuzzy functions (german) Java applet which calculates the integral of simple fuzzy functions |
| Confidence interval of a fuzzy sample (german) Java applet which calculates the confidence interval of a fuzzy sample |
| (Incomplete) Notes from unversity courses |
| Advanced topics in continuous time finance (IHS Wien, Prof. Back): PDF, PS, LyX |
| Angewandte Statistik (TU Wien, Prof Viertl) (german, missing figures!): PDF, PS, LyX |
| Statistik für Wirtschaftsinformatik (TU Wien, Prof Viertl) (german): PDF |
| Term structure models - discontinued; very bad shape (IHS Wien, Prof. Back): PDF, PS, LyX |
| Others |
| Interest rate hedge: extension to the Rho hedge |