CPQF Working Paper Series, Frankfurt School of Finance and Management

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 33
Year of PublicationTitleAuthor(s)
2012The impact of network inhomogeneities on contagion and system stabilityHübsch, Arnd; Walther, Ursula
2012Das Geschäft mit Derivaten und strukturierten Produkten: Welche Rolle spielt die Bank?Schmidt, Wolfgang M.
2012Size matters! How position sizing determines risk and return of technical timing strategiesScholz, Peter
2012Volatilität als Investment: Diversifikationseigenschaften von VolatilitätsstrategienDetering, Nils; Zhou, Qixiang; Wystup, Uwe
2011Characteristic functions in the Cheyette Interest Rate ModelBeyna, Ingo; Wystup, Uwe
2011The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevantScholz, Peter; Walther, Ursula
2010On the calibration of the Cheyette interest rate modelBeyna, Ingo; Wystup, Uwe
2010Return distributions of equity-linked retirement plansDetering, Nils; Weber, Andreas; Wystup, Uwe
2010Investment certificates under German taxation: Benefit or burden for structured products' performance?Scholz, Peter; Walther, Ursula
2010Ratings of structured products and issuers' commitmentsVeiga, Carlos; Wystup, Uwe
2010Unifying exotic option closed formulasEsquível, Manuel L.; Veiga, Carlos; Wystup, Uwe
2009FX volatility smile constructionReiswich, Dimitri; Wystup, Uwe
2009Potential PCA interpretation problems for volatility smile dynamicsReiswich, Dimitri; Tompkins, Robert
2009Credit dynamics in a first passage time model with jumpsPackham, Natalie; Schlögl, Lutz; Schmidt, Wolfgang M.
2009Credit gap risk in a first passage time model with jumpsPackham, Natalie; Schlögl, Lutz; Schmidt, Wolfgang M.
2008Vanna-volga pricingWystup, Uwe
2008Was kostet eine Garantie? Ein statistischer Vergleich der Rendite von langfristigen AnlagenBecker, Christoph; Wystup, Uwe
2008Closed formula for options with discrete dividends and its derivativesVeiga, Carlos; Wystup, Uwe
2008Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der RenditenWeber, Andreas; Wystup, Uwe
2008Foreign exchange quanto optionsWystup, Uwe
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 33
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