Christian Wilde

Goethe University Frankfurt - Department of Finance

House of Finance

Grueneburgplatz 1

Frankfurt am Main, Hessen 60323

Germany

  • Goethe University Frankfurt - Department of Finance

SCHOLARLY PAPERS

13

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8,505

TOTAL CITATIONS
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Top 30,857

in Total Papers Citations

73

Scholarly Papers (13)

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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 2,652 (11,228)
Citation 3

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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 1,564 (25,919)
Citation 8

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

3.

Risk Transfer with CDOs and Systemic Risk in Banking

Downloads 1,554 (26,142)
Citation 33

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
SAFE Leibniz Institute for Financial Research and Goethe University Frankfurt - Department of Finance
Downloads 1,527 (26,329)
Citation 33

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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
SAFE Leibniz Institute for Financial Research and Goethe University Frankfurt - Department of Finance
Downloads 27 (1,100,781)
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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 908 (56,788)
Citation 9

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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
SAFE Leibniz Institute for Financial Research, Goethe University Frankfurt - Institute of Economics and Goethe University Frankfurt - Department of Finance
Downloads 439 (143,453)
Citation 3

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ambiguity, valuation discount, experimental economics

6.

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

Downloads 418 (151,905)
Citation 6

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
SAFE Leibniz Institute for Financial Research and Goethe University Frankfurt - Department of Finance
Downloads 416 (151,090)
Citation 6

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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
SAFE Leibniz Institute for Financial Research and Goethe University Frankfurt - Department of Finance
Downloads 2 (1,385,043)
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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 309 (211,940)

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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 Gründl and Christian Wilde
HEC Montreal - Retirement and Savings Institute, Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 153 (414,710)
Citation 10

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Behavioral finance, decision under risk, framing effects

9.

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 139 (448,229)

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

10.

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 128 (478,923)
Citation 1

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CDS, liquidity

11.

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 122 (497,257)

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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 119 (506,799)

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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
SAFE Leibniz Institute for Financial Research and Goethe University Frankfurt - Department of Finance

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credit risk, risk transfer, systematic risk