Ehemalige Mitarbeiter
Publications:
- Balder, Sven: Model-Free Implied Variance Measures, 2015. CitationDetails
- Zieling, Daniel; Mahayni, Antje; Balder, Sven: Performance evaluation of optimized portfolio insurance strategies. In: Journal of Banking and Finance, Vol 43 (2014), p. 212-225. CitationDetails
- Balder, Sven; Gramatke, Wolf C.; Mahayni, Antje: Bewertung von Kündigungsrechten in der privaten Wohnungsbaufinanzierung - Über den separaten Ausweis von Margen- und Kursschäden. In: Zeitschrift für betriebswirtschaftliche Forschung, Vol 66 (2014), p. 3-36. CitationDetails
- Balder, Sven; Mahayni, Antje; Schoenmakers, John G. M.: Primal-dual linear Monte Carlo algorithm for multiple stopping - An application to Flexible Caps. In: Quantitative Finance, Vol 13 (2013) No 7, p. 1003-1013. CitationDetails
- Balder, Sven; Feldman, Ruben; Mahayni, Antje: Optimizing Proportional Portfolio Insurance Strategies - From Theory to Practice, 2012. CitationDetails
- Sven Balder, Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies, 362. Duisburg-Essen, Universität (Ed.), 2010. CitationDetails
- Sven Balder, Antje Mahayni: How good are portfolio insurance strategies. In: Kiesel, R.; Zagst, R. (Ed.): Alternative Investments and Strategies. World Scientific, 2010, p. 229-256. CitationDetails
- Sven Balder, Daniel Schwake: Delta Hedging of Interest Rate Risks in Long-term Contracts-An Application of the Cairns Model, 2010. CitationDetails
- Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading. In: Journal of Economic Dynamics and Control , Vol 33 (2009), p. 204-220. CitationDetails
- Balder, Sven: Handelsstrategien mit Mindestgarantien (1). CitationAbstractDetails
URN: urn:nbn:de:hbz:5-17184
- Sven Balder, Antje Mahayni: Robust Hedging with Short-Term Options. In: Wilmott Magazine, Vol 9 (2006). CitationDetails
Talks:
- Balder, S.: Model-Free Implied Variance Measures, Conference of the Swiss Society for Financial Market Research, 01.01.2015, Zürich. Details
- Zieling, D.; Mahayni, A.; Balder, S.: Performance evaluation of optimized portfolio insurance strategies, Conference of the Swiss Society for Financial Market Research, 01.01.2014, Zürich. Details
- Balder, S.; Feldman, R.; Mahayni, A.: Optimizing Proportional Portfolio Insurance Strategies - From Theory to Practice, Conference of the Swiss Society for Financial Market Research, 01.01.2013, Zürich. Details
- Zieling, D.; Mahayni, A.; Balder, S.: Performance evaluation of optimized portfolio insurance strategies, 20th Annual Meeting of the German Finance Association, 01.01.2013, Wuppertal. Details
- Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies, 12th Conference of the Swiss Society for Financial Market Research, 01.01.2009, Geneva. Details
- Sven Balder, Antje Mahayni (Vortragende): How good are portfolio insurance strategies, AFIR/Life Colloqium, 01.01.2009, München. Details
- Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading, Frankfurt MathFinance Conference, 01.01.2008, Frankfurt. Details
- Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies, 11th Symposium on Finance, Banking and Insurance, 01.01.2008, Karlsruhe. Details
- Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading, Campus for Finance, 01.01.2007, Vallendar. Details
- Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2007, Dresden. Details
- Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading, 10th Symposium on Finance, Banking and Insurance, 01.01.2005, Karlsruhe. Details