Variance Curve Models
Hans Buehler is a Quant in Deutsche Bank Global Markets Equity in the team of Marcus Overhaus since 2002.
Event information | |
---|---|
Date | 15 February 2006 |
Time | 13:00-14:00 (Timezone: Europe/London) |
Venue | ICMA Centre, Room G03/04 |
Event types: |
The main areas of his interest are variance swaps and volatility modelling in general. After obtaining his Diploma in 2001 from the Humboldt University Berlin and working with Hans Foellmer, he is, since 2003, a part-time PhD student at Technical University Berlin. Hans is working under the supervision of Alexander Schied and his topic is 'Volatility Markets'.
You might also like
Accounting for Equity Instruments: Does IFRS 9 Deter Gains-Trading or Long-Term Investments? By Professor Jannis Bischof
1 October 2025
·
Research Seminars
Seminars
Professor Jannis Bischof will be presenting his paper on Accounting for Equity Instruments on 1st October 2025 at the ICMA Centre.
Multiple testing for the topology of financial networks by Professor Richard Luger
15 October 2025
·
Guest speaker
Research Seminars
Seminars
Professor Richard Luger will be presenting his paper on 'Multiple testing for the topology of financial networks' at the ICMA Centre.
This site uses cookies to improve your user experience. By using this site you agree to these cookies being set. You can read more about what cookies we use here. If you do not wish to accept cookies from this site please either disable cookies or refrain from using the site.