Academic Study

Publication ordering

If you want to order one or more copies of printed publications as listed below, please click on the respective order number.

Name	Content	Date	Size	File	Order No.
Construction Of the Implied Volatility Smile Eurex Product Design	Trading	May 2007	746 kB		only available online
The Case for Exchange-Based Credit Futures Contracts Brian A. Eales, London Metropolitan University	Trading	May 2007	1822 kB		E5E-209-0507
Country versus Sector Rotation after the Introduction of the European Monetary Union (EMU) Dr. Rico von Wyss & Stephan Suess; Swiss Institute for Banking and Finance, University St. Gallen	Trading	Dec 2006	120 kB		E5E-195-1206
On Estimating An Asset's Implicit Beta Sven Husmann & Andreas Stephan; European University Viadrina	Trading	Nov 2006	338 kB		only available online
Financial Market Models and Market Maker Spreads Eurex Product Design	Trading	Aug 2006	1624 kB		only available online
Eurex Derivative Products in Alternative Investment - The Case for Hedge Funds CISDM, Center for International Securities and Derivatives Markets; Tom Schneeweis, etc.	Trading	Jun 2006	536 kB		E5E-174-0606
Eurex Derivative Products in Alternative Investment - The Case for Managed Futures CISDM, Center for International Securities and Derivatives Markets; Tom Schneeweis, etc.	Trading	Jun 2006	476 kB		E5E-173-0606
Derivatives Strategies for Bond Portfolios EDHEC Risk and Asset Management Research Center; Lionel Martellini, etc.	Trading	Apr 2006	490 kB		E5E-169-0406
Replicating Hedge Fund Returns Using Futures - A European Perspective Cass Business School, Harry M. Kat	Trading	Mar 2006	370 kB		E5E-164-0306
From Delivering to Packaging of Alpha - Illustration from Active Bond Portfolio Management: Using Fixed Income Derivatives to Design Hedge Fund Type Offerings that Better Fit Investors' Need EDHEC Risk and Asset Management Research Center; Noel Amenc, etc.	Trading	Apr 2005	247 kB		E5E-139-0505
Volatility and its Measurements: The Design of a Volatility Index and the Execution of its Historical Time Series at the Deutsche Börse AG Eurex Product Design	Trading	Apr 2005	392 kB		only available online
Eurex Derivative Products in Alternative Investments: The Case for Hedge Funds CISDM, Center for International Securities and Derivatives Markets; Tom Schneeweis, etc.	Trading	Nov 2003	234 kB		only available online
Portable Alpha and Portable Beta Strategies in the Euro Zone EDHEC Risk and Asset Management Research Center; Noel Amenc, etc.	Trading	Nov 2003	373 kB		E5E-099-0104
Eurex Derivative Products in Alternative Investments: The Case for Managed Futures CISDM, Center for International Securities and Derivatives Markets; Tom Schneeweis, etc.	Trading	Jun 2003	167 kB		only available online