Manuel Ammann

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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!

PublicationDate of PublicationType
Option-implied value-at-risk and the cross-section of stock returns
Review of Derivatives Research
2019-10-16Paper
THE CONGLOMERATE DISCOUNT: A NEW EXPLANATION BASED ON CREDIT RISK
International Journal of Theoretical and Applied Finance
2008-05-14Paper
Credit risk valuation. Methods, models, and applications.
Springer Finance
2001-08-20Paper
Pricing derivative credit risk
Lecture Notes in Economics and Mathematical Systems
1999-08-12Paper


Research outcomes over time


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