Navigation auf uzh.ch
Suche
Navigation öffnen/schliessen
Doctoral Program in Finance
Quicklinks und Sprachwechsel
Home
Contact
Search
Main navigation
Graduate School of Finance
Zurück
Graduate School of Finance
Graduate School of Finance
Menü schliessen
People
Zurück
People
People
Menü schliessen
Courses 23/24
Zurück
Courses 23/24
Courses 23/24
Menü schliessen
Course Calendar
Zurück
Course Calendar
Course Calendar
Menü schliessen
Research Output
Zurück
Research Output
Research Output
Menü schliessen
Repository
Zurück
Repository
Repository
Menü schliessen
Events and News
Zurück
Events and News
Events and News
Menü schliessen
More
Menü schliessen
Home
People
Graduates
Quan Zhang
Ally Quan Zhang
Thesis
Thesis Title:
Limits of Arbitrage and Collateral Constraints
Thesis Advisor:
Prof. Felix Kübler
Year of Graduation:
2017
Personal Website
Next Employment
Tenure-track Lecturer (Assistant Professor), Lancaster University, UK
Research Papers
Ally Quan Zhang:
Arbitrage Crashes, Financial Accelerator, and Sudden Market Freezes
, SFI Research Paper No. 17-62
Ally Quan Zhang:
Best Friend or Worst Enemy?-Dynamics and Multiple Equilibria with Arbitrage, Production and Collateral Constraints
, SFI Research Paper No. 17-02
Ally Quan Zhang:
Amplification and Spillover with Financial Arbitrage, Production and Collateral Constraints
, SSRN, 2016
Matthias Thul, Ally Quan Zhang:
Analytical Option Pricing under an Asymmetrically Displaced Double Gamma Jump-Diffusion Model
, SSRN, 2013
Publications
Matthias Thul, Ally Quan Zhang:
How Much Is the Gap? Efficient Jump Risk-Adjusted Valuation of Leveraged Certificates
, Quantitative Finance, Vol. 17 (9), 2017
Bild-Overlay schliessen
Video-Overlay schliessen
[%=content%]
[%=content%]
[%=content%]
back
Übersichtsseite
[%=text%]
[%=content%]
Menü schliessen
[%=text%]
back
[%=text%]
[%=content%]