Books
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Equity Hybrid Derivatives
Marcus Overhaus, Andrew Ferraris, Ana Bermudez,
Hans Buehler, Christopher Jordinson, Aziz Lamnouar
To be published by Wiley in 2006 [more]
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Equity Derivatives - Theory and
Applications
Marcus Overhaus, Andrew Ferraris, Thomas Knudsen,
Ross Milward, Laurent Nguyen-Ngoc, Gero Schindlmayr
Wiley, 2002 [more]
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Equity Derivatives and Market Risk Models
Oliver Brockhaus, Michael Farkas, Andrew Ferraris,
Douglas Long, and Marcus Overhaus
Risk Publications, 2000 [more]
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Modelling and Hedging Equity Derivatives
Oliver Brockhaus, Andrew Ferraris, Christoph
Gallus, Douglas Long, Reiner Martin, and Marcus Overhaus
Risk Publications, 1999 [more]
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Articles
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Recent Developments in Mathematical Finance: A Practitioner's Point of View
Hans Buehler et al.
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DMV, German Mathematical Society
2006
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Consistent Variance Curve Models
Hans Buehler
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Finance and Stochastics
2006
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Expensive Martingales
Hans Buehler
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Quantitative Finance
2006
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The Financial Value of a Weak Information Flow
Laurent Nguyen-Ngoc with F. Baudoin
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Finance and Stochastics
2004
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Information-Equivalence: On Filtrations Created
by Independent Increments
Hans Buehler
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Séminaire de Probabilités
2004
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Himalaya Options
Quantitative Products Analytics
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Risk Masterclass
2002
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Exploding Hedging Errors for Digital Options
Christoph Gallus
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Finance and Stochastics
1999
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Lookback and Barrier Options Under General Lévy
Processes
Laurent Nguyen-Ngoc with M. Yor
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Université Paris 6
Preprint, 2000
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Working up a lather with Soap
Michael Farkas and Ross Milward
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Risk Magazine
October 2000
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Volatility Swaps Made Simple
Oliver Brockhaus and Douglas Long
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Risk Magazine
January 2000
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