volatility during the time period from January 2006 until July 2007 using an international sample of 227 banks from 42 countries …. Although fair value accounting is generally believed to increase earnings volatility, I find evidence that banks applying the … FVO with the intention of reducing accounting mismatches report lower levels of earnings volatility than the control group …

stochastic volatility, jumps in the underlying and the price process and a stochastic target level as well as with deterministic …

Mean Reversion in Commodity Prices -- Fundamentals of Derivative Pricing -- Stochastic Volatility Models -- Integration … stochastic volatility, jumps in the underlying and the price process and a stochastic target level as well as with deterministic …

Finanzmathematische Grundlagen -- Eigenschaften und Bewertung von Derivaten -- Der Einsatz von Derivaten -- Hedging mit … Bewertung von Derivaten • Hedging • Derivate zur Optimierung der Performance • Feinsteuerung des Risikoprofils • Besondere …