Ph.D. and Habilitation Theses

sorted chronologically

 

 

Essays on Asset Pricing with Contagion, Endogenous Growth, and Long-run Risk (2015)
Patrick Grüning
Frankfurt am Main, 2015 (Dissertation).


Credit Booms: Identification, Modelling, and Policy Responses (2014)
Elena Afanasyeva
Frankfurt am Main, 2014 (Dissertation).


Recovering Objective Market Expectations from Option Prices for Forcasting and Risk Assessment (2014)

Vesela Ivanova
Frankfurt am Main, 2014 (Dissertation).


General Equilibrium Foundations and Continuous-Time Finance for Heterogeneous and International Economies (2013)

Oliver Berndt
Frankfurt am Main, 2013 (Dissertation).


Essays on Optimal and Benchmark portfolios, and on the Use of Options Implied Information (2013)
Yuliya Plyakha
Frankfurt am Main, 2013 (Dissertation).


Essays in Asset Pricing (2012)
Adrian Dominik Buß
Frankfurt am Main, 2012 (Dissertation).


Price Dynamics of European CO2 Allowances – An Equilibrium Model and a Reduced-Form Analysis (2012)
Sha He
Frankfurt am Main, 2012 (Dissertation).


Volatility, Modeling in Equity and Energy Markets with Applications to Derivative Pricing, Hedging and Risk Management (2012)
Ekaterina Ignatieva
Frankfurt am Main, 2011 (Dissertation).


Essay on Pricing, Hedging and Informational Content of Options (2011)
David Horn
Frankfurt am Main, 2011 (Dissertation).


Essays on Option Pricing and Portfolio Planning with Detivatives (2010)
Alexandra Hansis
Frankfurt am Main, 2010 (Dissertation).


Application of Contingent Claims Analysis in Finance (2010)
Christian Wiehenkamp
Frankfurt am Main, 2010 (Dissertation).


Forecasting Financial Markets and Understanding the Role of Monetary Policy (2010)
Marco Manfred Willner
Frankfurt am Main, 2010 (Dissertation).


Essays on Asset Allocation with Derivatives in Model Estimation (2009)
Beate Breuer
Frankfurt am Main, 2009 (Dissertation).


Essays on Market Frictions and Model Misspecification in Asset Pricing (2009)
Norman Seeger
Frankfurt am Main, 2009 (Dissertation).


Essays on Information, Hedging, Volatility in Financial Markets (2009)
Xiao Yajun
Frankfurt am Main, 2009 (Dissertation).


Bid-Ask Spreads and Asymmetry of Option Prices (2008)
Raisa Beygelman
Frankfurt am Main, 2008 (Dissertation).


Essays on Asset Allocation and Derivatives (2008)
Eva Krautheim
Frankfurt am Main, 2008 (Dissertation).


Portfolio Choice and Asset Pricing under Model Uncertainty (2008)
Lue Wu
Frankfurt am Main, 2008 (Dissertation).


Essays on Term Structure Modeling: Estimation, Nonlinearities, and Immunization (2007)
Theofanis Archontakis
Frankfurt am Main, 2007 (Dissertation).


Essays on Credit Risk Modeling (2007)
Dirk Herkommer
Frankfurt am Main, 2007 (Dissertation).


Essays on Risk Management and Insurance (2006)
Silke Nadine Brandts
Frankfurt am Main, 2006 (Dissertation).


Essays on Option Pricing (2005)
Nicole Branger
Frankfurt am Main, 2005 (Habilitation).


New Approaches to the Market-Conform Valuation of Options (2005)
Tobias Herwig
Berlin, Springer, 2005 (Dissertation).


Default Risk in Bond and Credit Derivatives Markets (2004)
Christoph Benkert
Heidelberg, Springer, 2004 (Dissertation).


Essays on Stock Options: Price Dynamics, Liquidity, and Information Transmission (2004)
Iskra Kalodera
Marburg, Tectum, 2005 (Dissertation).


Liquidity in German Stock Market – An Analysis Using Order Book Data (2004)
Micong Klimes
Marburg, Tectum, 2007 (Dissertation).


Strategic Trading in Illiquid Markets (2004)
Burkart Mönch
Heidelberg, Springer, 2005 (Dissertation).


Pricing in (In)Complete Markets: Structural Analysis and Applications (2003)
Angelika Esser
Heidelberg, Springer, 2004 (Dissertation).


 

 

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