Peter Schwendner
Peter Schwendner
Professor of Banking and Finance, Zurich University of Applied Sciences
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Cited by
Cited by
Static versus dynamic hedges: an empirical comparison for barrier options
B Engelmann, MR Fengler, M Nalholm, P Schwendner
Review of Derivatives Research 9 (3), 239-264, 2006
Photodissociation of Ar2+ in strong laser fields
P Schwendner, F Seyl, R Schinke
Chemical physics 217 (2-3), 233-247, 1997
Hedging under alternative stickiness assumptions: an empirical analysis for barrier options
B Engelmann, MR Fengler, P Schwendner
Journal of Risk 12 (1), 53-77, 2009
Handling risk-on/risk-off dynamics with correlation regimes and correlation networks
J Papenbrock, P Schwendner
Financial Markets and Portfolio Management 29 (2), 125-147, 2015
System and method for risk management and portfolio optimization
J Papenbrock, P Schwendner
US Patent App. 14/213,986, 2014
European government bond dynamics and stability policies: taming contagion risks
P Schwendner, M Schuele, T Ott, M Hillebrand
Journal of Network Theory in Finance 1 (4), 1-24, 2015
Quoting multiasset equity options in the presence of errors from estimating correlations
MR Fengler, P Schwendner
The Journal of Derivatives 11 (4), 43-54, 2004
The pricing of multi-asset options using a Fourier grid method
B Engelmann, P Schwendner
Journal of Computational Finance 1 (4), 63-72, 1998
Correlation risk premia for multi-asset equity options
MR Fengler, P Schwendner
Discussion papers of interdisciplinary research project 373, 2003
Tail-risk protection trading strategies
N Packham, J Papenbrock, P Schwendner, F Woebbeking
Quantitative Finance 17 (5), 729-744, 2017
Ladder climbing and multiphoton dissociation of polyatomic molecules excited with short pulses: basic theory and applications to HCO
P Schwendner, C Beck, R Schinke
Physical Review A 58 (3), 2203, 1998
Sentiment analysis of European Bonds 2016–2018
P Schwendner, M Schüle, M Hillebrand
Frontiers in Artificial Intelligence 2, 20, 2019
Fast Fourier method for the valuation of options on several correlated currencies
A Andreas, B Engelmann, P Schwendner, U Wystup
Foreign exchange risk: models, instruments and strategies., 2002
Matrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment Portfolios
J Papenbrock, P Schwendner, M Jaeger, S Krügel
The Journal of Financial Data Science 3 (2), 2021
AI and financial technology
P Giudici, R Hochreiter, J Osterrieder, J Papenbrock, P Schwendner
Frontiers in Artificial Intelligence 2, 25, 2019
Basket volatility and correlation
M Fengler, KF Pilz, P Schwendner
Volatility as an Asset Class, 95-131, 2007
Advances in financial machine learning
P Schwendner
Quantitative Finance 20 (2), 189-190, 2020
Interpretable Machine Learning for Diversified Portfolio Construction
M Jaeger, S Krügel, D Marinelli, J Papenbrock, P Schwendner, 2020
Das Hedge-Fund-Jahr hat die hohen Erwartungen erfüllt
R Anhorn, P Schwendner
Neue Zürcher Zeitung, 34, 2018
Stress test scenario: Eurozone Meltdown
S Kelly, A Chaplin, A Coburn, J Copic, T Evan, E Neduv, D Ralph, S Ruffle, ...
Cambridge Centre for Risk Studies, 2015
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