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The Banker's Guide to Equity-Linked Certificates of Deposit
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The Banker's Guide to Equity-Linked Certificates of Deposit (1993)The Banker's Guide to Equity-Linked Certi…Equity-linked securities option pricing by fractional Brownian motion (2021)Equity-linked securities opti…Outperformance Certificates: analysis, pricing, interpretation, and performance (2012)Outperformance Certificates: …The Dark Side of Financial Innovation (2009)The Dark Side of Financial In…Endless leverage certificates (2009)Endless leverage certificatesWhere Should You Buy Your Options? The Pricing of Exchange-Traded Certificates and OTC Derivatives in Germany (2006)Where Should You Buy Your Opt…The Pricing of Options and Corporate Liabilities (1973)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Empirical Performance of Alternative Option Pricing Models (1997)THE EFFECT OF AN ELECTRONIC EXCHANGE ON PRICES AND RETURN VOLATILITY IN THE FINE WINE MARKET (2019)The Cross-Section of Expected Stock Returns (1992)Theory of rational option pricing (2005)Financial Innovation and Financial Fragility (2010)Beyond payoff diagrams: how to present risk and return characteristics of structured products (2011)Neglected risks, financial innovation, and financial fragility (2011)Martingale Methods in Financial Modelling (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Institutional Markets, Financial Marketing, and Financial Innovation (1989)Liquidity, Maturity, and the Yields on U.S. Treasury Securities (1991)The impact of default risk on the prices of options and other derivative securities (1995)Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractals and Scaling in Finance (1997)Rational Theory of Warrant Pricing (2015)
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  • 2009The Dark Side of Financial Innovation30 cited
  • 2006Where Should You Buy Your Options? The Pricing of Exchange-Traded Certificates and OTC Derivatives in Germany24 cited
  • 2021Equity-linked securities option pricing by fractional Brownian motion23 cited
  • 2009Endless leverage certificates23 cited
  • 2012Outperformance Certificates: analysis, pricing, interpretation, and performance15 cited

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