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