Modeled volatility-surface of discount certificates

Source: Dr. Andreas Ritter
Diploma thesis written at the Chair of Financial Econometrics of the Ludwig Maximilian University Munich (LMU) in cooperation with the Institute.

On behalf of institutional customers we further worked on following themes:

“The Role of Open-Ended Real Estate Funds With Respect to The Introduction of a Flat Rate Tax” (February 2008)

“Effects of Adding Diverse Real Estate Investments in Portfolios of Professional and Private Investors” (June 2007)

“Effects of Adding Discount Certificates on The Risk-Return Profile of Sample Portfolios” (April 2006)

Please note that our clients hold the exclusive rights of use on these studies. In case you are interested in these studies we will be glad to give you the corresponding contact details (mail@institut-va.de), which enable you to ask for the conditions of purchase.

Quality-Atlas of Retail Banking 2013
A report about the results of a third German-wide, test-customer based survey assessing the quality of customer consultancy services in German retail banking
(March 2014, nominal charge 49,- EUR for private persons, 450,- EUR for institutional subscribers)
Abridged Vers. not available.
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Quality-Atlas of Retail Banking 2012
A report about the results of a third German-wide, test-customer based survey assessing the quality of customer consultancy services in German retail banking
(February 2013, nominal charge 49,- EUR for private persons, 450,- EUR for institutional subscribers)
Abridged Vers. not available.
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Contributions to research in risk management
Fundamentals of the work of the "Institut für Vermögensaufbau"
(November 2012, nominal charge 30,- EUR)
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Quality-Atlas of Retail Banking 2011
A report about the results of a second German-wide, test-customer based survey assessing the quality of customer consultancy services in German retail banking
(February 2012, nominal charge 75,- EUR)
Abridged Vers. not available.
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Comparison of Asset Management Companies
Empirical study which compares the returns of investment funds of market relevant asset management companies
(March 2011, nominal charge 20,- EUR)
Abridged Vers. not available.
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Quality-Atlas of Retail Banking 2010
A report about the results of a German-wide, test-customer based survey assessing the quality of customer consultancy services in German retail banking
(February 2011, nominal charge 50,- EUR)
Abridged Vers. not available.
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Government-Subsidized-Private-Retirement-Provisions: best way or dispensable?
Benefits of ETF-savings schemes in comparison to government-subsidized products
(June 2010, nominal charge 40,- EUR)
Abridged Vers. not available.
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Safety Does Not Do Enough
Benefits of risky financial products and development of a time-sensitive risk-measure
(February 2010, nominal charge 80,- EUR)
Abridged Vers. not available.
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Bankentest €uro / Overview 2009
A report about the used methodology and the results for all banks (June 2009, nominal charge 30,- EUR).
Abridged Vers. not available.
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Stock Exchange Trading of Investment Funds
Functionality of securities exchanges and empirical analysis of exchange prices and effective costs
(July 2008, nominal charge 40,- EUR)
Abridged Vers. not available.
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