Manuel Ammann
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Option-implied value-at-risk and the cross-section of stock returns Review of Derivatives Research | 2019-10-16 | Paper |
| THE CONGLOMERATE DISCOUNT: A NEW EXPLANATION BASED ON CREDIT RISK International Journal of Theoretical and Applied Finance | 2008-05-14 | Paper |
| Credit risk valuation. Methods, models, and applications. Springer Finance | 2001-08-20 | Paper |
| Pricing derivative credit risk Lecture Notes in Economics and Mathematical Systems | 1999-08-12 | Paper |
Research outcomes over time
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