Christian Wilde

Goethe University Frankfurt - Department of Finance

House of Finance

Grueneburgplatz 1

Frankfurt am Main, Hessen 60323

Germany

SCHOLARLY PAPERS

11

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5,976

CITATIONS
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SSRN RANKINGS

Top 22,635

in Total Papers Citations

28

Scholarly Papers (11)

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 1,824 (8,360)
Citation 1

Abstract:

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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 1,372 (13,269)
Citation 3

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

3.
Downloads 1,290 ( 14,583)
Citation 14

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
Faculty of Economics and Business Administration and Goethe University Frankfurt - Department of Finance
Downloads 1,264 (14,747)
Citation 22

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
Faculty of Economics and Business Administration and Goethe University Frankfurt - Department of Finance
Downloads 26 (499,083)
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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 644 (39,647)
Citation 3

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
Faculty of Economics and Business Administration, Goethe University Frankfurt - Institute of Economics and Goethe University Frankfurt - Department of Finance
Downloads 333 (89,293)
Citation 2

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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: 31 Posted: 14 Feb 2017 Last Revised: 05 Feb 2018
Jan Pieter Krahnen and Christian Wilde
Faculty of Economics and Business Administration and Goethe University Frankfurt - Department of Finance
Downloads 261 (115,552)

Abstract:

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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
Faculty of Economics and Business Administration and Goethe University Frankfurt - Department of Finance
Downloads 1 (680,350)
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ABS, and standardized securitizations), Dodd-Frank Act, regulation, retention, Structured finance, STS (simple, transparent

7.

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 92 (278,121)

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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
Goethe University Frankfurt, Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 79 (305,537)
Citation 2

Abstract:

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Behavioral finance, decision under risk, framing effects

9.

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 55 (369,813)
Citation 1

Abstract:

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CDS, liquidity

10.

Belief Formation and Belief Updating Under Ambiguity: Evidence from Experiments

SAFE Working Paper No. 251 (2019)
Number of pages: 56 Posted: 07 Jun 2019
Christian Wilde and Wenhui Li
Goethe University Frankfurt - Department of Finance and SAFE Goethe University Frankfurt
Downloads 25 (490,292)

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ambiguity, learning strategy, belief updates, non-Bayesian updates, pessimism, laboratory experiments

11.

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
Faculty of Economics and Business Administration and Goethe University Frankfurt - Department of Finance

Abstract:

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credit risk, risk transfer, systematic risk