Remo Crameri

Thesis

Thesis Title:	Three essays inferring prospective and retrospective information based on options trading activities and a new theoretical approach on multivariate subordination of Lévy processes
Thesis Advisor:	Prof. Dr. Marc Chesney
Year of Graduation:	2010

UBS AG

Marc Chesney, Remo Crameri and Loriano Mancini: Detecting Informed Trading Activities in the Options Markets, 2011, Swiss Finance Institute Research Paper No. 11-42
Marc Chesney, Remo Crameri and Loriano Mancini: Detecting Informed Trading Activities in the Options Markets: Appendix on Subprime Financial Crisis, 2011, Swiss Finance Institute Research Paper No. 11-38