@article{OPUS4-4583, title = {Zum Wertbeitrag des finanziellen Risikomanagements (mit Kai Ammann und Rainer Baule)}, series = {WiSt 35, 2/2006}, journal = {WiSt 35, 2/2006}, pages = {62 -- 66}, year = {2006}, language = {de} } @article{OPUS4-4563, title = {Zum Zusammenhang von DAX-Renditen und dem Volatilit{\"a}tsindex VDAX-NEW}, series = {Bank-Archiv: Zeitschrift f{\"u}r das gesamte Bank- und B{\"o}rsenwesen, 6/2012}, journal = {Bank-Archiv: Zeitschrift f{\"u}r das gesamte Bank- und B{\"o}rsenwesen, 6/2012}, pages = {378 -- 386}, year = {2012}, language = {de} } @article{OPUS4-4564, title = {The Pricing of Path-Dependent Structured Financial Retail Products: The Case of Bonus Certificates (mit Rainer Baule)}, series = {The Journal of Derivatives 18, 4/2011}, journal = {The Journal of Derivatives 18, 4/2011}, pages = {54 -- 71}, year = {2011}, language = {en} } @article{OPUS4-4565, title = {Volatilit{\"a}tsprognosen auf Basis der DAX-Volatilit{\"a}tsindizes}, series = {Kredit und Kapital, 1/2011}, journal = {Kredit und Kapital, 1/2011}, pages = {47 -- 74}, year = {2011}, language = {de} } @article{OPUS4-4566, title = {Australian Implied Volatility Index (mit Bart Frijns und Alireza Tourani-Rad)}, series = {JASSA: The Finsia Journal of Applied Finance, 1/2010}, journal = {JASSA: The Finsia Journal of Applied Finance, 1/2010}, pages = {31 -- 35}, year = {2010}, language = {de} } @article{OPUS4-4567, title = {The Value of Earn-Out Provisions: An Option-Based Approach}, series = {Business Valuation Review 28, 4/2010}, journal = {Business Valuation Review 28, 4/2010}, pages = {174 -- 180}, year = {2010}, language = {en} } @article{OPUS4-4568, title = {The Information Content of Implied Volatility: Evidence from Australia (mit Bart Frijns und AlirezaTourani-Rad)}, series = {The Journal of Futures Markets 30, 2/2010}, journal = {The Journal of Futures Markets 30, 2/2010}, pages = {134 -- 155}, year = {2010}, language = {en} } @article{OPUS4-4569, title = {A Customer-Based Stochastic Valuation Approach for Growth Companies}, series = {The Icfai Journal of Marketing Management 8, 2/2009}, journal = {The Icfai Journal of Marketing Management 8, 2/2009}, pages = {57 -- 71}, year = {2009}, language = {en} } @article{OPUS4-4570, title = {Bewertung von Earn-Out-Klauseln im Rahmen von Unternehmenstransaktionen}, series = {Finanz Betrieb 11, 1/2009}, journal = {Finanz Betrieb 11, 1/2009}, pages = {8 -- 14}, year = {2009}, language = {de} } @article{OPUS4-4571, title = {Regulatorische {\"A}nderungen zum Handelsbuch: Anforderungen an interne Marktrisikomodellierung steigen}, series = {Zeitschrift f{\"u}r das gesamte Kreditwesen, 17/2012}, journal = {Zeitschrift f{\"u}r das gesamte Kreditwesen, 17/2012}, pages = {878 -- 883}, year = {2012}, language = {de} }