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• "Flexing the default barrier", Dorfleitner, Schneider, Veza, 2011

  Publication

  The paper introduces a Black-Cox-type structural model for credit default swaps (CDS). The existing literature on structural CDS pricing is extended...

  Publication on epub.uni-regensburg.de: "Flexing the default barrier" (external link, opens in a new window)

• "Microcredit as an Asset Class: Structured Microfinance", Dorfleitner, Leidl, Priberny, 2011

  Publication

  Publication on epub.uni-regensburg.de: "Microcredit as an Asset Class: Structured Microfinance" (external link, opens in a new window)

• "Pricing Options with Green's Functions when Volatility, Interest Rate and Barriers Depend on Time", Dorfleitner, Schneider, Hawlitschek, Buch, 2008

  Publication

  Quantitative Finance

  Publication on epub.uni-regensburg.de: "Pricing Options with Green's Functions when Volatility, Interest Rate and Barriers Depend on Time" (external link, opens in a new window)

• "Coherent risk measures, coherent capital allocations and the gradient allocation principle", Dorfleitner, Buch, 2008

  Publication

  The gradient allocation principle, which generalizes the most popular specific allocation principles, is commonly proposed in the literature as a...

  Publication on epub.uni-regensburg.de: "Coherent risk measures, coherent capital allocations and the gradient allocation principle" (external link, opens in a new window)

• "Underpricing in Chinese IPOs-some recent evidence", Deng, Dorfleitner, 2008

  Publication

  This article analyses the initial public offering (IPO) underpricing issue of 237 new A-shares from 2002 to 2004, shortly before the IPO suspension in...

  Publication on epub.uni-regensburg.de: "Underpricing in Chinese IPOs-some recent evidence" (external link, opens in a new window)

• "Pricing von Wetterderivaten", Wimmer, Schiller, Seidler, 2008

  Publication

  Versicherungswirtschaft

  Publication on epub.uni-regensburg.de: "Pricing von Wetterderivaten" (external link, opens in a new window)

• "Portfoliobildung bei schweren Rändern", Dorfleitner, Bamberg, 2003

  Publication

  Publication on epub.uni-regensburg.de: "Portfoliobildung bei schweren Rändern" (external link, opens in a new window)

• "Capital Allocation under Regret and Kataoka Criteria", Dorfleitner, Bamberg, 2003

  Publication

  Publication on epub.uni-regensburg.de: "Capital Allocation under Regret and Kataoka Criteria" (external link, opens in a new window)

• "Why the Return Notion Matters", Dorfleitner, 2003

  Publication

  Returns can be defined as log returns or as simple returns. Whereas on a numerical level the difference between these two terms is small as long as...

  Publication on epub.uni-regensburg.de: "Why the Return Notion Matters" (external link, opens in a new window)

• "Zur Bewertung risikobehafteter Zahlungsströme mit intertemporaler Abhängigkeitsstruktur", Krapp, Dorfleitner, Bamberg, 2004

  Publication

  Risikobehaftete Zahlungsströme sind nicht nur durch die (Marginal-)Verteilungen der Perioden-Cash-flows, sondern auch durch intertemporale...

  Publication on epub.uni-regensburg.de: "Zur Bewertung risikobehafteter Zahlungsströme mit intertemporaler Abhängigkeitsstruktur" (external link, opens in a new window)