Carsten Murawski
Thesis
| Thesis Title: | Essays in Financial Economics |
| Thesis Advisor: | Prof. Dr. Rajna Gibson |
| Year of Graduation: | 2006 |
Next Employment
Assistant Professor, The University of Melbourne
Research Papers
- Rajna Gibson and Carsten Murawski: Default Risk Mitigation Mechanisms in Derivatives Markets, 2008, SSRN
- Rajna Gibson and Carsten Murawski: Margining and the Stability of the Banking Sector, 2008, Swiss Finance Institute Research Paper No. 08-43
- Rajna Gibson and Carsten Murawski: Default Risk Mitigation in Derivatives Markets and its Effectiveness, 2006, SSRN
- Carsten Murawski: Dynamic Hedging and Order Flow Dynamics, 2006, NCCR FINRISK WP 319
- Carsten Murawski: Valuing Contingent Claims with Different Types of Market Incompleteness, 2005, NCCR FINRISK WP 186
- Carsten Murawski: On the Forward-Futures Spread and Default Risk, 2003, SSRN
- Carsten Murawski: The Impact of Clearing on the Credit Risk of a Derivatives Portfolio, 2002, NCCR FINRISK WP 14