Hedging parameter risk
Claußen, Arndt, Rösch, Daniel, Schmelzle, Martin
Published in Journal of banking & finance (01.03.2019)
Published in Journal of banking & finance (01.03.2019)
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Journal Article
Valuation of systematic risk in the cross-section of credit default swap spreads
Claußen, Arndt, Löhr, Sebastian, Rösch, Daniel, Scheule, Harald
Published in The Quarterly review of economics and finance (01.05.2017)
Published in The Quarterly review of economics and finance (01.05.2017)
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Journal Article
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt, Löhr, Sebastian, Rösch, Daniel
Published in Review of derivatives research (01.04.2014)
Published in Review of derivatives research (01.04.2014)
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Journal Article