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Content
2012
2011
2010
- 27 Return distributions of equity-linked retirement plans
by Detering, Nils & Weber, Andreas & Wystup, Uwe
- 26 Ratings of structured products and issuers' commitments
by Veiga, Carlos & Wystup, Uwe
- 25 On the calibration of the Cheyette interest rate model
by Beyna, Ingo & Wystup, Uwe
- 24 Investment certificates under German taxation: Benefit or burden for structured products' performance?
by Scholz, Peter & Walther, Ursula
- 23 Unifying exotic option closed formulas
by Esquível, Manuel L. & Veiga, Carlos & Wystup, Uwe
2009
- 22 Credit gap risk in a first passage time model with jumps
by Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M.
- 21 Credit dynamics in a first passage time model with jumps
by Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M.
- 20 FX volatility smile construction
by Reiswich, Dimitri & Wystup, Uwe
- 19 Potential PCA interpretation problems for volatility smile dynamics
by Reiswich, Dimitri & Tompkins, Robert
2008
- 18 Forward-start options in the Barndorff-Nielsen-Shephard Model
by Keller-Ressel, Martin & Kilin, Fiodar
- 17 On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model
by Griebsch, Susanne & Wystup, Uwe
- 16 Closed formula for options with discrete dividends and its derivatives
by Veiga, Carlos & Wystup, Uwe
- 15 Latin hypercube sampling with dependence and applications in finance
by Packham, Natalie & Schmidt, Wolfgang M.
- 14 FX basket options
by Hakala, Jürgen & Wystup, Uwe
- 13 Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der Renditen
by Weber, Andreas & Wystup, Uwe
- 12 Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der Renditen
by Weber, Andreas & Wystup, Uwe
- 11 Vanna-volga pricing
by Wystup, Uwe
- 10 Foreign exchange quanto options
by Wystup, Uwe
- 9 Foreign exchange symmetries
by Wystup, Uwe
- 8 Was kostet eine Garantie? Ein statistischer Vergleich der Rendite von langfristigen Anlagen
by Becker, Christoph & Wystup, Uwe
2007
2006
2005
2004
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