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Reinhold Hafner
Observed institution:
University of Augsburg
OpenAlex ID:
A5048878288
The Dynamics of DAX Implied Volatilities
2000
·
Martin Wallmeier
, Reinhold Hafner
·
SSRN Electronic Journal
·
68
PDF
Arbitrage-free estimation of the risk-neutral density from the implied volatility smile
2003
·
Bernhard Brunner
, Reinhold Hafner
·
The Journal of Computational Finance
·
58
Stochastic Implied Volatility
2004
·
Reinhold Hafner
·
Lecture notes in economics and mathematical systems
·
41
Optimal Investments in Volatility
2008
·
Reinhold Hafner
, Martin Wallmeier
·
Financial markets and portfolio management
·
32
Volatility as an Asset Class: European Evidence
2007
·
Reinhold Hafner
, Martin Wallmeier
·
European Journal of Finance
·
28
Baumverfahren zur Bewertung diskreter Knock-Out-Optionen
1999
·
Manfred Steiner
, Martin Wallmeier
, et al.
·
OR Spectrum
·
14
Stochastic Implied Volatility: A Factor-Based Model
2004
·
Reinhold Hafner
·
13
Pricing near the barrier: the case of discrete knock-out options
1999
·
Manfred Steiner
, Martin Wallmeier
, et al.
·
The Journal of Computational Finance
·
9
Volatility as an Asset Class: European Evidence
2006
·
Martin Wallmeier
, Reinhold Hafner
·
SSRN Electronic Journal
·
8
Statistical Analysis of Commodity Futures Returns
2008
·
Reinhold Hafner
, Maria Heiden
·
4
The General Stochastic Implied Volatility Model
2004
·
Reinhold Hafner
·
Lecture notes in economics and mathematical systems
·
3
An Investor’s Perspective on Volatility as an Asset Class: Evidence from the European Stock Market
2005
·
Reinhold Hafner
, Martin Wallmeier
·
2
Introduction
2004
·
Reinhold Hafner
·
Lecture notes in economics and mathematical systems
·
1
Core Elements of a Timeless Portfolio Architecture
2026
·
Reinhold Hafner
·
WORLD SCIENTIFIC eBooks
Ganzheitliches Risikomanagement für Pensionseinrichtungen
2011
·
Reinhold Hafner
, Wolfgang Mader
·
Gabler eBooks
Continuous-time Financial Markets
2004
·
Reinhold Hafner
·
Lecture notes in economics and mathematical systems
A Four-Factor Model for DAX Implied Volatilities
2004
·
Reinhold Hafner
·
Lecture notes in economics and mathematical systems
Properties of DAX Implied Volatilities
2004
·
Reinhold Hafner
·
Lecture notes in economics and mathematical systems
Model Applications
2004
·
Reinhold Hafner
·
Lecture notes in economics and mathematical systems
Implied Volatility
2004
·
Reinhold Hafner
·
Lecture notes in economics and mathematical systems
Summary and Conclusion
2004
·
Reinhold Hafner
·
Lecture notes in economics and mathematical systems
Pricing Discrete Knock-Out Options with Tree Methods
1999
·
Manfred Steiner
, Martin Wallmeier
, et al.
·
SSRN Electronic Journal
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Works count:
25
Citation count:
281
H-index:
8
I10-index:
7
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