Muck, Matthias

Results 1-20 of 39 (Show all)

TitleYear of publicationAuthor(s)
Do opinion polls move stock prices? : Evidence from the US presidential election in 2016 uniba/498742021Herold, Michael  ; Kanz, Andreas; Muck, Matthias
International stochastic discount factors and covariance risk uniba/490432021Branger, Nicole; Herold, Michael  ; Muck, Matthias
Wertschöpfung durch Versicherungen : Die Bedeutung von Versicherungen für eine effiziente Risikoallokation uniba/447022019Mahayni, Antje; Muck, Matthias
Correlation Risk and International Portfolio Choice uniba/441882019Branger, Nicole; Muck, Matthias ; Weisheit, Stefan
Optimal Portfolios When Variances and Covariances Can Jump uniba/429072017Branger, Nicole; Muck, Matthias ; Seifried, Frank; Weisheit, Stefan
The Benefit of Life Insurance Contracts with Capped Index Participation When Stock Prices are Subject to Jump Risk uniba/419822017Mahayni, Antje; Muck, Matthias
Vergleich von Garantiekonzepten im Kontext innovativer Lebensversicherungsprodukte uniba/417142017Mahayni, Antje; Muck, Matthias
Optimale Fristentransformation von international agierenden Banken uniba/415972016Muck, Matthias ; Staniewski, Dominik; Weisheit, Stefan
Lebenszykluseffekte in einem konsumbasierten Kapitalmarktmodell uniba/416522016Muck, Matthias ; Putz, Christian
Optimal Portfolio Choice, Derivatives and Event Risk uniba/8262013Muck, Matthias ; Weisheit, Stefan
Risk-Neutral Densities and Catastrophe Events uniba/4442012Herold, Michael  ; Muck, Matthias
Spread ladder swaps - an analysis of controversial interest rate derivatives uniba/4762012Muck, Matthias
Keep on smiling? : The pricing of Quanto options when all covariances are stochastic uniba/488912012Branger, Nicole; Muck, Matthias
Trading Strategies with Partial Access to the Derivatives Market uniba/4722010Muck, Matthias
Bewertung von Stromderivaten uniba/5832010Marckhoff, Jan; Muck, Matthias
Zertifikate. Kosten und Nutzen innovativer Produkte für Privatinvestoren uniba/184352009Muck, Matthias
Keep on Smiling? Volatility Surfaces and the Pricing of Quanto Options when all Covariances are Stochastic uniba/192832009Muck, Matthias
Jump Risk Premia in Short-Term Spread Options: Evidence from the German Electricity Market uniba/192822009Marckhoff, Jan; Muck, Matthias
Die Bewertung von Stromderivaten mit Hilfe von Reduced-Form-Modellen uniba/6022008Marckhoff, Jan; Muck, Matthias
The Pricing of Electricity Forwards uniba/5772008Muck, Matthias ; Rudolf, Markus