ETH E-Collection · ETH Institutional Repository

1. Börsengänge am Finanzplatz Schweiz. Vernetzte Finanzintermediäre als Erfolgs- oder Risikofaktoren für Börsenunternehmen

Kruse, Christian (2005)

Doctoral and Habilitation Theses

2. Do differences in institutional and legal environments explain cross-country variations in IPO underpricing?

Hopp, Christian (2007)

Reports

3. Assessing the impact of the ECB's monetary policy on the stock markets: a sectoral view

Kholodilin, Konstantin A., Montagnoli, Alberto, Napolitano, Oreste and Siliverstovs, Boriss (2008)

Reports

4. Volatility and risk estimation with linear and nonlinear methods based on high frequency data

Dettling, Marcel and Bühlmann, Peter Lukas (2001)

Reports

5. Fast deterministic pricing of options on Lévy driven assets

Matache, A.-M. (Ana-Maria), von Petersdorff, T. and Schwab, C. (2002)

Reports

6. Monte Carlo methods for the valuation of multiple exercise options

Meinshausen, Nicolai and Hambly, B.M. (2002)

Reports

7. Stabilized wavelet methods for option pricing in high dimensional stochastic volatility models

Hilber, Norbert Werner (2009)

Doctoral and Habilitation Theses

8. Existenz von Preisgleichgewichten und Verhalten der Investoren bei nichtlinearen Risikoallokationen

Chevallier, Eric (1994)

Doctoral and Habilitation Theses

9. Default risk in stochastic volatility models

Gersbach, Hans and Surulescu, Nicolae (2010)

Reports

10. Hedging of options in a general semimartingale model

Schweizer, Martin (1988)

Doctoral and Habilitation Theses

11. Volatility estimation with functional gradient descent for very high-dimensional financial time series

Audrino, Francesco and Bühlmann, Peter Lukas (2001)

Reports

12. Russian Financial Activities

Solanko, Laura, Fungáčová, Zuzana and Rudaz, Philippe (2010)

Journal Items

13. Regularizing fractional Brownian motion with a view towards stock price modelling

Cheridito, Patrick (2001)

Doctoral and Habilitation Theses

14. Forecasting stock market volatility with search engine query statistics

Beker, Romain (2011)

Master Theses

15. Arbitrage, the limit order book and market microstructure aspects in financial market models

Osterrieder, Jörg Robert (2007)

Doctoral and Habilitation Theses

16. Stock market prediction using online data

Bakshi, Nikhil (2008)

Master Theses

17. Affine and polynomial processes

Cuchiero, Christa (2011)

Doctoral and Habilitation Theses

18. Entwicklung einer Börsensimulation auf dem Internet zur Vermittlung betriebswirtschaftlicher Grundlagenkenntnisse

Gall, Christoph (1999)

Doctoral and Habilitation Theses

19. Modeling, pricing and risk management of power derivatives

Wilhelm, Martina (2007)

Doctoral and Habilitation Theses

20. Finance for renewable energy: an empirical analysis of developing and transition economies

Brunnschweiler, Christa N. (2009)

Reports

21. The effect of CSR on stock performance: new evidence for the USA and Europe

Arx, Urs von (2008)

Reports

22. The optimal martingale measure for investors with exponential utility function

Steiger, Gallus Johannes (2005)

Doctoral and Habilitation Theses

23. Arbitrage-free market models for liquid options

Wissel, Johannes Stefan (2008)

Doctoral and Habilitation Theses

24. On the interconnectedness of regulatory policy and markets

Bernauer, Thomas and Koubi, Vally (2005)

Reports

25. Long-term risk management

Kaufmann, Roger (2004)

Doctoral and Habilitation Theses