Profil Dr. Roman Horsky

Schwerpunkte/Kompetenzen

• Modellierung und Simulation von Altersvorsorgeprodukten
• Asset-Liability-Management und Optimierung
• Portfoliooptimierung
• Prämien-Kalkulations-Prinzipien

Publikationen

Highlightpublikationen

• Horsky, R.; Sayer, T.:
  Joining the Heston and a three-factor short rate model: A closed-form approach.
  International Journal of Theoretical and Applied Finance, Volume 18, Issue 8, Pages 1550056-1 - 1550056-17, (2015).
• Horsky, R.:
  Barrier Option Pricing and CPPI-Optimization.
  Solving uniform coverage problems in industrial production with Abel inversion.
  Dissertation, TU Kaiserslautern, Verlag Dr. Hut, (2012) ISBN 978-3-8439-0615-9 
  
• Horsky, R.; Krämer, M.; Mück, A.; Zerwas, P.M.:
  Squark Cascade Decays to Charginos/Neutralinos: Gluon Radiation.
  Physical Review D, Vol. 78, No. 3 - 035004, (2008).
  Available at arXiv: https://arxiv.org/abs/0803.2603