Wolfgang Bühler

University of Mannheim - Department of Business Administration and Finance

Chair of Finance

D-68131 Mannheim

Germany

University of New South Wales, Australian Business School

Full Professor

Australian Business School

Sydney

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

11

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CITATIONS
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11

Scholarly Papers (11)

1.

An Empirical Comparison of Alternative Models for Valuing Interest Rate Options

Number of pages: 41 Posted: 01 Feb 1997
University of Mannheim - Department of Business Administration and Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance, University of Mannheim and University of Mannheim
Downloads 1,642 (9,790)
Citation 27

Abstract:

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2.

Pricing and Hedging Oil Futures: A Two-Regime Approach

EFA 0415
Number of pages: 49 Posted: 14 Nov 2000
Wolfgang Bühler, Olaf Korn and Rainer Schoebel
University of Mannheim - Department of Business Administration and Finance, Georg-August-Universität Göttingen and University of Tuebingen - Faculty of Economics and Social Sciences
Downloads 1,080 (18,931)
Citation 2

Abstract:

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3.

Credit Risk, Liquidity Risk, and Optimal Capital Structure Under Incomplete Accounting Information

EFA 2006 Zurich Meetings Paper, Mannheim Finance Working Paper No. 2006-13
Number of pages: 34 Posted: 09 Jun 2006
Wolfgang Bühler and Tim O.H. Thabe
University of Mannheim - Department of Business Administration and Finance and University of Mannheim
Downloads 978 (21,889)
Citation 1

Abstract:

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Bond Default, Credit Spread Modelling, Incomplete Accounting Information, Optimal Capital Structure, Seasoned Issue Underpricing

4.

Valuation of Convertible Bonds with Sequential Conversion

Schmalenbach Business Review (sbr), Vol. 54, October 2002
Number of pages: 32 Posted: 24 Jul 2003
Wolfgang Bühler and Christian Koziol
University of Mannheim - Department of Business Administration and Finance and University of Mannheim - Department of Business Administration and Finance
Downloads 552 (47,979)
Citation 9

Abstract:

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5.

Systemic Risk: Is the Banking Sector Special?

Number of pages: 39 Posted: 24 May 2010
Wolfgang Bühler and Marcel Prokopczuk
University of Mannheim - Department of Business Administration and Finance and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 532 (50,284)
Citation 3

Abstract:

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G21, G15, G28, G11

6.

Valuation of Electricity Futures: Reduced-Form vs. Dynamic Equilibrium Models

Mannheim Finance Working Paper No. 2007-07
Number of pages: 57 Posted: 02 May 2007 Last Revised: 06 Jul 2009
Wolfgang Bühler and Jens Müller-Merbach
University of Mannheim - Department of Business Administration and Finance and affiliation not provided to SSRN
Downloads 416 (68,176)
Citation 2

Abstract:

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Electricity Futures, Risk Premium, Reduced-form Models, Equilibrium Models

7.

Calling Convertible Bonds Too Late Can Be Rational

EFA 2004 Maastricht Meetings Paper No. 4355
Number of pages: 33 Posted: 11 Jun 2004
Wolfgang Bühler and Christian Koziol
University of Mannheim - Department of Business Administration and Finance and University of Mannheim - Department of Business Administration and Finance
Downloads 349 (83,793)
Citation 2

Abstract:

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8.

Dynamic Equilibrium Valuation of Electricity Futures

Number of pages: 37 Posted: 02 May 2007
Wolfgang Bühler and Jens Müller-Merbach
University of Mannheim - Department of Business Administration and Finance and affiliation not provided to SSRN
Downloads 340 (86,375)
Citation 2

Abstract:

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Electricity futures, cascade futures, dynamic equilibrium pricing, risk premium

9.

Affine Models, Credit Spreads and the Delivery Option of a Multi-Issuer Bond Future

EFA 2001 Barcelona Meetings
Number of pages: 46 Posted: 11 Jul 2001
Wolfgang Bühler, Klaus Duellmann and Marc Windfuhr
University of Mannheim - Department of Business Administration and Finance, Deutsche Bundesbank and affiliation not provided to SSRN
Downloads 332 (88,691)
Citation 1

Abstract:

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10.

Term Structures of Liquidity Premia in the U.S. Treasury Market

Number of pages: 48 Posted: 01 Jun 2010 Last Revised: 12 Mar 2011
Wolfgang Bühler and Volker Vonhoff
University of Mannheim - Department of Business Administration and Finance and University of Mannheim - Department of Business Administration and Finance
Downloads 247 (121,609)
Citation 1

Abstract:

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Bond Liquidity, U.S. Treasury STRIPS, Coupon Stripping, Financial Crisis

11.

The Value of the Early Unwind Option in Futures Contracts with an Endogenous Basis

94-02
Posted: 05 Jul 1998
Wolfgang Bühler and Alexander Kempf
University of Mannheim - Department of Business Administration and Finance and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Abstract:

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