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Contributions published at Quantitative Finance (Erich Walter Farkas)
| Contribution | |
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Polina Ivanova, Corporate Risk Management, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Nathalie Schenk, Stability properties of risk measures, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Giada Bordogna, No-arbitrage conditions on general topological spaces, ETH Zurich, Department of Mathematics, 2013. (Master's Thesis) |
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| Alexandre Villard, A short note on indifference pricing, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Olivia Burki, Interessenkonflikte unabhangiger Vermögensverwaltungen in der Schweiz - Eine Qualitative Studie, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Luca Trovato, Risk Measures on Probabilities, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Alexey Fedotov, The use of Financial Networks in a Multi-Factor Pricing Model, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Martin Pleischl, The detection of bubbles with the FTS-GARCH model and extensions, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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Renato Angelico, Beschaffungsrichtlinie - Planung, Beschaffung, Abwicklung, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Dino Lüssi, Cross-Sectional Approach in a Trend-Follower Strategy: Momentum within and Across Asset Classes, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Giorgio Mori, Study and calibration of a LIBOR forward swap model with stochastic volatility, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Mariangela Rizzo, Risk measures in market models with transaction costs, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Master's Thesis) |
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| Erdinc Akyildirim, Essays in quantitative finance, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2013. (Dissertation) |
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| Olivier Bachem, Gabriel Drimus, Erich Walter Farkas, Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams, Quantitative Finance, Vol. 13 (11), 2013. (Journal Article) |
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 Gabriel Drimus, Erich Walter Farkas, Local volatility of volatility for the VIX market, Review of Derivatives Research, Vol. 16 (3), 2013. (Journal Article) |
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| Danting Liu, Active Management of Delta Portfolio, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2012. (Master's Thesis) |
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| Tolev Seth, Trend and Mean Reversion Modelling in a Market with Heterogeneous Investors: A Dynamical Systems Approach, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2012. (Master's Thesis) |
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| Sara Svaluto, Risk Measures and Capital Requirements, ETH Zürich, Natural Sciences and Mathematics, 2012. (Bachelor's Thesis) |
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| Stephanie Müller, Risk measures on Orlicz spaces, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2012. (Master's Thesis) |
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| Olivier Bachem, Pricing Variance Swaps and Corridor Variance Swaps under General Dividend Streams, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2012. (Master's Thesis) |