Karlsruher Institut für Technologie (KIT)
Institut f Finanzwirtschaft, Banken u Versicherungen
Lehrstuhl für Financial Engineering u. Derivate
Address
Blücherstraße 17
76185 Karlsruhe
Deutschland
GERiT
This institution in GERiT
76185 Karlsruhe
Projects
Publication Grants
Completed projects
Fremdkapitalkosten, Bonitätsrisiken und optimale Kapitalstruktur
(Applicant
Uhrig-Homburg, Marliese
)
Research Grants
Completed projects
Crytocurrency Valuation – An Asset Pricing Perspective
(Applicants
Theissen, Erik
;
Uhrig-Homburg, Marliese
)
Modellierung und Quantifizierung von Kreditrisiken unter besonderer Berücksichtigung von Ausfallabhängigkeiten
(Applicant
Uhrig-Homburg, Marliese
)
The Effects of Market Frictions on Option Prices
(Applicants
Korn, Olaf
;
Uhrig-Homburg, Marliese
)
The Macroeconomic Determinants of the Term Structure of Illiquidity Premia
(Applicants
Schuster, Philipp
;
Uhrig-Homburg, Marliese
)
Research Units
Current projects
Characterizing Asset Pricing Anomalies
(Applicants
Thimme, Julian
;
Uhrig-Homburg, Marliese
)
Coordination Funds
(Applicant
Uhrig-Homburg, Marliese
)
FOR 5230: Financial Markets and Frictions - An Intermediary Asset Pricing Approach
(Spokesperson
Uhrig-Homburg, Marliese
)
Fragmented Intermediation, Bond Risk Premia, and Market Stability
(Applicants
Schuster, Philipp
;
Uhrig-Homburg, Marliese
)
Intermediary Frictions, Dealer Positions, and Option Prices
(Applicants
Schuster, Philipp
;
Uhrig-Homburg, Marliese
)
Research Training Groups
Completed projects
GRK 895: Information Engineering and Management - A Market Engineering Perspective
(Spokesperson
Weinhardt, Christof
)