Balazs Cserna

University of Frankfurt

Grüneburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 20,289

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Top 20,289

in Total Papers Downloads

2,284

CITATIONS

2

Scholarly Papers (4)

1.

How Efficient are Credit Default Swap Markets? An Empirical Study of Capital Structure Arbitrage Based on Structural Pricing Models

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 41 Posted: 13 Mar 2008 Last Revised: 06 Aug 2008
Björn Imbierowicz and Balazs Cserna
Deutsche Bundesbank - Research Centre and University of Frankfurt
Downloads 1,375 (12,963)
Citation 2

Abstract:

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Credit Default Swaps, Capital Structure Arbitrage, Market Efficiency, Structural Credit Risk Pricing Models

2.

The Information Environment, Volatility Structure, and Liquidity

Columbia Business School Research Paper No. 15-62
Number of pages: 53 Posted: 16 Jun 2015 Last Revised: 21 Feb 2019
Dan Amiram, Balazs Cserna, Alon Kalay and Ariel Levy
Tel Aviv University - Coller School of Management, University of Frankfurt, Columbia Business School - Accounting, Business Law & Taxation and affiliation not provided to SSRN
Downloads 681 (36,147)

Abstract:

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Disclosure, Information enviornment, Liquidity, Liquidity risk, Volatility, Jump

3.

A Jump-Diffusion Approach for Pricing Exotic Multi-Asset Derivatives

Number of pages: 21 Posted: 20 Jun 2012 Last Revised: 18 Jul 2012
Balazs Cserna
University of Frankfurt
Downloads 228 (131,003)

Abstract:

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Jump-Diffusion Model, Multi-Asset Derivatives, Exotic Derivatives

4.

Counterparty Risk in Exchange Traded Notes (ETNs): Theory and Evidence

Posted: 11 Mar 2012
Balazs Cserna, Ariel Levy and Zvi Wiener
University of Frankfurt, affiliation not provided to SSRN and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Abstract:

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credit risk, structured products, ETN, ETF, CDS, behavioral

Other Papers (1)

Total Downloads: 0    Citations: 0
1.

Counterparty Risk in Exchange Traded Notes (ETNs): Theory & Evidence

Midwest Finance Association 2013 Annual Meeting Paper
Posted: 30 Aug 2012
Balazs Cserna, Ariel Levy and Zvi Wiener
University of Frankfurt, affiliation not provided to SSRN and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Abstract:

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counterparty risk, structured products, cds, ETF, ETN