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Die Ursachen der Finanzkrise
Broll, Udo; Bieta, Volker; Milde, Hellmuth - In: Das Wirtschaftsstudium : wisu ; Zeitschrift für … 37 (2008) 10, pp. 1350-1358
Persistent link: https://www.econbiz.de/10003768806
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Financial intermediation and endogenous risk in the banking sector
Broll, Udo; Eckwert, Bernhard; Eickhoff, Andreas - In: Economic modelling 29 (2012) 5, pp. 1618-1622
Persistent link: https://www.econbiz.de/10009667178
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Strategic pricing of financial options
Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebel, Wilfried - 2009
need an approach explaining interdependent actions. Game theory is in a position to offer proper olutions. This paper … price are endogenously determined. -- Game theory ; Nash equilibrium ; option pricing ; real option …
Persistent link: https://www.econbiz.de/10003941168
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Bertrand versus Cournot competition in a vertical strucutre : a note
Mukherjee, Arijit; Broll, Udo; Mukherjee, Soma - In: The Manchester School 80 (2012) 5, pp. 545-559
Persistent link: https://www.econbiz.de/10009567052
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The new Basel accord and the nature of risk : a game theoretic perspective
Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebe, Wilfried - 2007
- game theory is a useful set of tools for better understanding different risk settings. Embedded in a short history of the … Basel Accord in this article we introduce some basic ideas of game theory in the context of rating procedures in accordance … with Basel II. As well, some insight is given how game theory works. Here, the primary value of game theory stems from its …
Persistent link: https://www.econbiz.de/10003481314
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How international trade is affected by the financial crisis : the gravity trade equation
Broll, Udo; Jauer, Julia - 2014
The study examines the effect of financial crises on international trade with a gravity approach and a large data set covering almost 70 importing and 200 exporting countries from 1950 to 2009. Thus it is possible to put the "Great Trade Collapse" witnessed during the financial crisis 2008/2009,...
Persistent link: https://www.econbiz.de/10011521734
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Strategic pricing of financial options
Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebel, Wilfried - 2009
need an approach explaining interdependent actions. Game theory is in a position to offer proper olutions. This paper …
Persistent link: https://www.econbiz.de/10010301361
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Strategic option pricing
Bieta, Volker; Broll, Udo; Siebe, Wilfried - In: Economics and business review 6/20 (2020) 3, pp. 118-129
Persistent link: https://www.econbiz.de/10012604501
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Strategic option pricing
Bieta, Volker; Broll, Udo; Siebe, Wilfried - 2020
In this paper an extension of the well-known binomial approach to option pricing is presented. The classical question is: What is the price of an option on the risky asset? The traditional answer is obtained with the help of a replicating portfolio by ruling out arbitrage. Instead a two-person...
Persistent link: https://www.econbiz.de/10012264975
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International trade in differentiated goods, financial crisis and the gravity equation
Broll, Udo; Jauer, Julia - In: Economics and business review 1 (2015) 2, pp. 76-94
Persistent link: https://www.econbiz.de/10011342212