Quanto Pricing beyond Black–Scholes

by Holger Fink, Stefan Mittnik
Published 2021-03-01

Are Issuer Margins Fairly Stated? Evidence from the Issuer Estimated Value for Retail Structured Products

by Janis Bauer, Holger Fink, Eva Stoller
Published 2020-09-01

The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates

by Holger Fink, Andreas Fuest, Henry Port
Published 2018-08-01

Regime Switching Vine Copula Models for Global Equity and Volatility Indices

by Holger Fink, Yulia Klimova, Claudia Czado, Jakob Stöber
Published 2017-01-01