Similar Search Results

Multi Callable Step-up Bonds - attraktive Fixed Income Produkte

Wilkens, Marco; Baule, Rainer; Entrop, Oliver - In: Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe 118 (2001) 2, pp. 75-77

Persistent link: https://www.econbiz.de/10001571478

Bundesschatzbriefe : Bewertung und empirische Analyse der Attraktivität für Anleger und Bund

Wilkens, Marco; Baule, Rainer; Entrop, Oliver - In: Journal of business economics : JBE 74 (2004) 9, pp. 905-931

Persistent link: https://www.econbiz.de/10002237589

Credit risk and bank margins in structured financial products : evidence from the German secondary market for discount certificates

Baule, Rainer; Entrop, Oliver; Wilkens, Marco - In: The journal of futures markets 28 (2008) 4, pp. 376-397

Persistent link: https://www.econbiz.de/10003699413

Erfassung des Kreditrisikos nach Basel II : eine Reflextion aus wissenschaftlicher Sicht

Wilkens, Marco - In: Basel II und MaRisk : regulatorische Vorgaben, …, (pp. 69 - 100). 2007

Persistent link: https://www.econbiz.de/10014557349

Knock-In-Aktienanleihen und Barrier-Discount-Zertifikate

Wilkens, Marco; Baule, Rainer; Scholz, Hendrik - In: Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe 118 (2001) 1, pp. 31-35

Persistent link: https://www.econbiz.de/10001560236

Innovative Turbo-Zertifikate am deutschen Kapitalmarkt : Preisstellung, Bewertung, hedging und Gewinnpotenzial

Scholz, Hendrik; Baule, Rainer; Wilkens, Marco - In: Kredit und Kapital 38 (2005) 1, pp. 87-116

Persistent link: https://www.econbiz.de/10002782364

Short-Zertifikate auf Indizes : Bewertung und Analyse eines innovativen Retail-Produktes für Baissephasen

Baule, Rainer; Scholz, Hendrik; Wilkens, Marco - In: Journal of business economics : JBE 74 (2004) 4, pp. 315-338

Persistent link: https://www.econbiz.de/10002011959

Lean Trees : a general approach for improving performance of lattice models for option pricing

Baule, Rainer; Wilkens, Marco - In: Review of derivatives research 7 (2004) 1, pp. 53-72

Persistent link: https://www.econbiz.de/10002012150

Credit risk and bank margins in structured financial products: Evidence from the German secondary market for discount certificates

Baule, Rainer; Entrop, Oliver; Wilkens, Marco - In: Journal of Futures Markets 28 (2008) 4, pp. 376-397

This study analyzes bank margins in the German secondary market for exchange‐traded structured financial products, with particular emphasis on the influence of banks' credit risk. A structural model allowing for the incorporation of correlation effects between market and credit risk is applied...

Persistent link: https://www.econbiz.de/10011197293

Credit Risk and Bank Margins in Structured Financial Products: Evidence from the German Secondary Market for Discount Certificates

Baule, Rainer; Entrop, Oliver; Wilkens, Marco - Lehrstuhl für ABWL, Finanzierung und Bankbetriebslehre … - 2008

This paper analyzes bank margins in the German secondary market for exchange-tradedstructured financial products, with particular emphasis on the influence of banks credit risk.A structural model allowing for the incorporation of correlation effects between market andcredit risk is applied to...

Persistent link: https://www.econbiz.de/10005857722