Christian Wilde

Goethe University Frankfurt - Department of Finance

House of Finance

Grueneburgplatz 1

Frankfurt am Main, Hessen 60323

Germany

SCHOLARLY PAPERS

13

DOWNLOADS
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Top 9,718

in Total Papers Downloads

7,298

SSRN CITATIONS
Rank 18,141

SSRN RANKINGS

Top 18,141

in Total Papers Citations

18

CROSSREF CITATIONS

40

Scholarly Papers (13)

1.

Pricing Convertible Bonds with Monte Carlo Simulation

Number of pages: 33 Posted: 09 Mar 2005
Christian Wilde and Axel H. Kind
Goethe University Frankfurt - Department of Finance and University of Konstanz
Downloads 2,320 (9,301)
Citation 2

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Convertible bonds, Monte Carlo simulation, option pricing

2.

Are Convertible Bonds Underpriced?: An Analysis of the French Market

St. Gallen Economics Discussion Paper No. 2001-02, Journal of Banking and Finance, 2003
Number of pages: 28 Posted: 17 May 2001
Manuel Ammann, Axel H. Kind and Christian Wilde
University of St. Gallen - School of Finance, University of Konstanz and Goethe University Frankfurt - Department of Finance
Downloads 1,479 (18,962)
Citation 8

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Convertible bonds, pricing, French market, binomial tree, derivatives

3.
Downloads 1,462 ( 19,299)
Citation 16

Risk Transfer with CDOs and Systemic Risk in Banking

CFS Working Paper No. 2006/04, EFA 2007 Ljubljana Meetings Paper
Number of pages: 32 Posted: 20 Mar 2006
Jan Pieter Krahnen and Christian Wilde
Goethe University Frankfurt and Goethe University Frankfurt - Department of Finance
Downloads 1,436 (19,470)
Citation 29

Abstract:

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Banking, risk transfer, systematic risk, systemic risk

Risk Transfer with Cdos and Systemic Risk in Banking

CEPR Discussion Paper No. 5618
Number of pages: 34 Posted: 05 Jul 2006
Jan Pieter Krahnen and Christian Wilde
Goethe University Frankfurt and Goethe University Frankfurt - Department of Finance
Downloads 26 (707,458)
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Risk transfer, systemic risk, systematic risk

4.

Simulation-Based Pricing of Convertible Bonds

Journal of Empirical Finance, 2007
Number of pages: 42 Posted: 01 Aug 2005
Manuel Ammann, Axel H. Kind and Christian Wilde
University of St. Gallen - School of Finance, University of Konstanz and Goethe University Frankfurt - Department of Finance
Downloads 726 (52,170)
Citation 5

Abstract:

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Convertible bonds, pricing, american options, Monte Carlo simulation

5.

Measuring Ambiguity Aversion: A Systematic Experimental Approach

SAFE Working Paper No. 55
Number of pages: 42 Posted: 22 Jun 2014
Jan Pieter Krahnen, Peter Ockenfels and Christian Wilde
Goethe University Frankfurt, Goethe University Frankfurt - Institute of Economics and Goethe University Frankfurt - Department of Finance
Downloads 373 (117,695)
Citation 3

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ambiguity, valuation discount, experimental economics

Skin-in-the-Game in ABS Transactions: A Critical Review of Policy Options

SAFE Working Paper No. 46, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 549/2018
Number of pages: 42 Posted: 14 Feb 2017 Last Revised: 15 Nov 2021
Jan Pieter Krahnen and Christian Wilde
Goethe University Frankfurt and Goethe University Frankfurt - Department of Finance
Downloads 346 (127,051)
Citation 4

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Structured finance, ABS, STS (simple, transparent, and standardized securitizations), regulation, retention, Dodd-Frank Act

Skin-in-The-Game in ABS Transactions: A Critical Review of Policy Options

CEPR Discussion Paper No. DP12619
Number of pages: 32 Posted: 14 Feb 2018
Jan Pieter Krahnen and Christian Wilde
Goethe University Frankfurt and Goethe University Frankfurt - Department of Finance
Downloads 1 (978,448)
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ABS, and standardized securitizations), Dodd-Frank Act, regulation, retention, Structured finance, STS (simple, transparent

7.

Belief Formation and Belief Updating Under Ambiguity: Evidence from Experiments

SAFE Working Paper No. 251
Number of pages: 47 Posted: 07 Jun 2019 Last Revised: 18 Apr 2021
Wenhui Li and Christian Wilde
SAFE Goethe University Frankfurt and Goethe University Frankfurt - Department of Finance
Downloads 170 (253,842)

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ambiguity, belief distribution, belief updates, learning strategy, Bayes' rule, laboratory experiments

8.

'And Lead Us Not into Temptation': Presentation Formats and the Choice of Risky Alternatives

Number of pages: 30 Posted: 19 Jun 2014
Franca Glenzer, Helmut Gr√ľndl and Christian Wilde
HEC Montreal - Retirement and Savings Institute, Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 103 (370,720)
Citation 7

Abstract:

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Behavioral finance, decision under risk, framing effects

9.

A Simulation-Based Pricing Method for Convertible Bonds

NYU Working Paper No. S-DRP-03-07
Number of pages: 58 Posted: 07 Nov 2008
Axel H. Kind and Christian Wilde
University of Konstanz and Goethe University Frankfurt - Department of Finance
Downloads 100 (378,054)

Abstract:

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10.

Separating the Effects of Beliefs and Attitudes on Pricing under Ambiguity

SAFE Working Paper No. 311
Number of pages: 43 Posted: 10 Mar 2021 Last Revised: 28 Oct 2021
Wenhui Li and Christian Wilde
SAFE Goethe University Frankfurt and Goethe University Frankfurt - Department of Finance
Downloads 84 (421,381)

Abstract:

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ambiguity, ambiguity attitude, belief, price discount, laboratory experiments

11.

Liquidity Premia in CDS Markets

SAFE Working Paper No. 173
Number of pages: 51 Posted: 03 Aug 2017
Christel Merlin Kuate Kamga and Christian Wilde
Goethe University Frankfurt and Goethe University Frankfurt - Department of Finance
Downloads 74 (452,871)
Citation 1

Abstract:

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CDS, liquidity

12.

The Effect of Ambiguity on Price Formation and Trading Behavior in Financial Markets

SAFE Working Paper No. 326
Number of pages: 41 Posted: 16 Nov 2021
Wenhui Li, Peter Ockenfels and Christian Wilde
SAFE Goethe University Frankfurt, Goethe University Frankfurt - Institute of Economics and Goethe University Frankfurt - Department of Finance
Downloads 60 (504,654)

Abstract:

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ambiguity, financial market, market price, volatility, trading activity, bid-ask spread, market-based measure of ambiguity, laboratory experiment

13.

CDOs and Systematic Risk: Why Bond Ratings are Inadequate

CFS Working Paper No. 2009/11
Posted: 07 Jul 2009
Jan Pieter Krahnen and Christian Wilde
Goethe University Frankfurt and Goethe University Frankfurt - Department of Finance

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credit risk, risk transfer, systematic risk