Georg Fischer

University of Passau

Innstrasse 27

Passau, 94032

Germany

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Hedging Costs and Joint Determinants of Premiums and Spreads in Structured Financial Products

Journal of Futures Markets, Forthcoming
Posted: 29 Oct 2018 Last Revised: 26 Feb 2020
Oliver Entrop and Georg Fischer
University of Passau and University of Passau

Abstract:

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Discount Certificates, Derivatives, Pricing, Market Microstructure, Trading Costs, Hedging

2.

How Does Pricing Affect Investors’ Product Choice? Evidence from the Market for Discount Certificates

Journal of Banking and Finance, Vol. 68, 195-215
Posted: 31 Mar 2014 Last Revised: 24 Apr 2016
University of Passau, University of Passau, The University of Sydney - Discipline of Finance, University of Augsburg and University of Augsburg

Abstract:

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Structured products, Derivatives, Investor behavior, Product pricing