Concepedia

Ulrich Walter

UW

2

Publications

117

Citations

2

H-Index

1996

Active since

Affiliations

University of Mannheim(Current)

Deutsche Bank (Germany)

Ulrich Walter is an author at University of Mannheim specializing in numerical analysis, calibration, and engineering.

Top concepts

FinanceBusinessEconomicsCalibrationEngineeringAsset PricingFinancial RiskOption PricingEconomic AnalysisNumerical Analysis

Publications per year

1996–1999

2

Publications

2

An Empirical Comparison of Forward‐Rate and Spot‐Rate Models for Valuing Interest‐Rate Options

Wolfgang Bühler, Marliese Uhrig‐Homburg, Ulrich Walter et al. · The Journal of Finance · 1999 · 97 citations · Full text

Term Structure Model, Financial Risk, Foreign Exchange Option +16

A New Numerical Approa for Fitting the Initlal Yield Curve

Marliese Uhrig, Ulrich Walter · The Journal of Fixed Income · 1996 · 20 citations

Numerical Analysis, Engineering, Calibration +5

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