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Downside risk, options, and investment time horizon

Zimmermann, Heinz - 1993

Persistent link: https://www.econbiz.de/10000907145

The second partial derivative of option price with respect to the strike : a historical reminiscence

Zimmermann, Heinz - In: The journal of derivatives : the official publication … 25 (2018) 3, pp. 81-87

Persistent link: https://www.econbiz.de/10011941351

Auswirkungen schweizerischer Stillhalteroptionen auf den Aktienmarkt

Tanner, Markus - In: Finanzmarkt und Portfolio-Management 7 (1993) 1, pp. 46-69

Persistent link: https://www.econbiz.de/10001219066

On the credibility of the Euro/Swiss Franc floor : a financial market perspective

Zimmermann, Heinz; Hertrich, Markus - 2015

The sheer existence of EUR/CHF put options with strike prices below the EUR/CHF 1.20 floor, trading at non-zero cost, challenged the full credibility of the Swiss National Bank (SNB) in enforcing the lower barrier implemented in September 6, 2011 and abandoned on January 15, 2015. We estimate...

Persistent link: https://www.econbiz.de/10011569649

The pricing of liquidity risk in buyout funds : a public market perspective

Huss, Matthias; Zimmermann, Heinz - In: Schmalenbach business review : sbr 70 (2018) 3, pp. 285-312

Persistent link: https://www.econbiz.de/10011888456

Conditional asset pricing in emerging stock markets

Drobetz, Wolfgang; Stürmer, Susanne; Zimmermann, Heinz - In: Swiss journal of economics and statistics 138 (2002) 4, pp. 507-526

Persistent link: https://www.econbiz.de/10001721030

Scarcity, risk premiums, and the pricing of commodity futures : the case of crude oil contracts

Haase, Marco; Zimmermann, Heinz - In: The journal of alternative investments 16 (2013/14) 1, pp. 43-71

Persistent link: https://www.econbiz.de/10009782755

The relationship between risk-premium and convenience-yield models

Markert, Viola (contributor); Zimmermann, Heinz (contributor) - 2007

Persistent link: https://www.econbiz.de/10003666365

Vincenz Bronzin's option pricing theory : contents, contribution and background

Zimmermann, Heinz; Hafner, Wolfgang - 2005

Persistent link: https://www.econbiz.de/10003070786

Amazing discovery: Vincenz Bonzin's option pricing models

Zimmermann, Heinz; Hafner, Wolfgang - In: Journal of banking & finance 31 (2007) 2, pp. 531-546

Persistent link: https://www.econbiz.de/10003421310

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