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Frankfurt School of Finance and Management, Frankfurt a. M. >
CPQF Working Paper Series, Frankfurt School of Finance and Management
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Showing items 1-21 of 33.
| Date | Title |
Authors |
| 2012 | Das Geschäft mit Derivaten und strukturierten Produkten: Welche Rolle spielt die Bank? | Schmidt, Wolfgang M. |
| 2012 | The impact of network inhomogeneities on contagion and system stability | Hübsch, Arnd / Walther, Ursula |
| 2012 | Volatilität als Investment: Diversifikationseigenschaften von Volatilitätsstrategien | Detering, Nils / Zhou, Qixiang / Wystup, Uwe |
| 2012 | Size matters! How position sizing determines risk and return of technical timing strategies | Scholz, Peter |
| 2011 | The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant | Scholz, Peter / Walther, Ursula |
| 2011 | Characteristic functions in the Cheyette Interest Rate Model | Beyna, Ingo / Wystup, Uwe |
| 2010 | Return distributions of equity-linked retirement plans | Detering, Nils / Weber, Andreas / Wystup, Uwe |
| 2010 | Ratings of structured products and issuers' commitments | Veiga, Carlos / Wystup, Uwe |
| 2010 | On the calibration of the Cheyette interest rate model | Beyna, Ingo / Wystup, Uwe |
| 2010 | Investment certificates under German taxation: Benefit or burden for structured products' performance? | Scholz, Peter / Walther, Ursula |
| 2010 | Unifying exotic option closed formulas | Esquível, Manuel L. / Veiga, Carlos / Wystup, Uwe |
| 2009 | Credit dynamics in a first passage time model with jumps | Packham, Natalie / Schlögl, Lutz / Schmidt, Wolfgang M. |
| 2009 | FX volatility smile construction | Reiswich, Dimitri / Wystup, Uwe |
| 2009 | Potential PCA interpretation problems for volatility smile dynamics | Reiswich, Dimitri / Tompkins, Robert |
| 2009 | Credit gap risk in a first passage time model with jumps | Packham, Natalie / Schlögl, Lutz / Schmidt, Wolfgang M. |
| 2008 | Foreign exchange quanto options | Wystup, Uwe |
| 2008 | Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der Renditen | Weber, Andreas / Wystup, Uwe |
| 2008 | Vanna-volga pricing | Wystup, Uwe |
| 2008 | Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der Renditen | Weber, Andreas / Wystup, Uwe |
| 2008 | Was kostet eine Garantie? Ein statistischer Vergleich der Rendite von langfristigen Anlagen | Becker, Christoph / Wystup, Uwe |
| 2008 | Foreign exchange symmetries | Wystup, Uwe |
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