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• "FinTech und Datenschutz: Eine empirische Untersuchung mit Empfehlungen für Politik und Praxis", Dorfleitner, Hornuf, 2019

  Publication

  10.1007/978-3-658-26500-7

  Publication on epub.uni-regensburg.de: "FinTech und Datenschutz: Eine empirische Untersuchung mit Empfehlungen für Politik und Praxis" (external link, opens in a new window)

• "FinTech and Data Privacy in Germany: An Empirical Analysis with Policy Recommendations", Dorfleitner, Hornuf, 2019

  Publication

  This book examines the FinTech revolution from a data privacy perspective. It analyzes key players on the FinTech market and the developments in...

  Publication on epub.uni-regensburg.de: "FinTech and Data Privacy in Germany: An Empirical Analysis with Policy Recommendations" (external link, opens in a new window)

• "Fintech, Digitalization and Blockchain: Possible Applications for Green Finance", Dorfleitner, Braun, 2019

  Publication

  10.1007/978-3-030-22510-0_9

  Publication on epub.uni-regensburg.de: "Fintech, Digitalization and Blockchain: Possible Applications for Green Finance" (external link, opens in a new window)

• "Do judges hate speculations?", Hornuf, Klöhn, 2019

  Publication

  Historically, people have often expressed negative feelings toward speculators, a sentiment that might have even been reinforced since the latest...

  Publication on epub.uni-regensburg.de: "Do judges hate speculations?" (external link, opens in a new window)

• "The pricing of temperature futures at the Chicago Mercantile Exchange", Dorfleitner, Wimmer, 2010

  Publication

  This paper analyzes observed prices of US temperature futures at the Chicago Mercantile Exchange (CME). Results show that an index modeling approach...

  Publication on epub.uni-regensburg.de: "The pricing of temperature futures at the Chicago Mercantile Exchange" (external link, opens in a new window)

• "Zero Coupon Yield Curve Estimation with the Package termstrc", Ferstl, Hayden, 2010

  Publication

  Since zero-coupon rates are rarely directly observable, they have to be estimated from market data. In this paper we review several widely-used...

  Publication on epub.uni-regensburg.de: "Zero Coupon Yield Curve Estimation with the Package termstrc" (external link, opens in a new window)

• "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)

• "Asset-liability management under time-varying investment opportunities", Ferstl, Weissensteiner, 2011

  Publication

  Stochastic linear programming is a suitable numerical approach for solving practical asset-liability management problems. In this paper, we consider a...

  Publication on epub.uni-regensburg.de: "Asset-liability management under time-varying investment opportunities" (external link, opens in a new window)

• "Risk capital allocation for RORAC optimization", Buch, Dorfleitner, Wimmer, 2011

  Publication

  This paper considers the financial optimization problem of a firm with several sub-businesses striving for its optimal RORAC. An insightful example...

  Publication on epub.uni-regensburg.de: "Risk capital allocation for RORAC optimization" (external link, opens in a new window)