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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 15th February 2006
Time 1:00pm - 2:00pm
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

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'.