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Prof. Dr. Marc Chesney - Quantitative Financemore information

Fakultäten » Wirtschaftswissenschaftliche Fakultät » Banking und Finance, Institut für » Prof. Dr. Marc Chesney

Current research projects

Project leader Project title
Chesney “Finance and Sustainability” (oikos PhD Fellowship Program)
Financial transactions and tax revenue in CH

Completed research projects

Project leader Project title
Bahn Chesney Gheyssens The Effect of Proactive Adaptation on Green Investment
Cheseny Crameri Wang Bachelorarbeit: Deviation from the Normal Distribution in Finance and its Consequences.
Chesney The Mathematics of Financial Markets
Endogenous Trading in Credit Default Swaps
Chesney Bahn Gheyssens Knutti Pana Is there Room for Geoengineering in the Optimal Climate Policy Mix?
Chesney Cassim Masterarbeit: Credit derivatives and their role in the financial crisis 2008-2009
Chesney Crameri Doychev Bachelor-Thesis: Trading Activities Surrounding Bailout Events during the Financial Crisis
Chesney Crameri Fattinger Bachelorarbeit: The Influence of Changes in Open Interest on Stock Option Prices - An Analysis of the Black-Scholes Option Pricing Model
Chesney Crameri Mancini Detecting Informed Trading Activities in the Options Markets
Chesney Crameri Rutz Bachelorarbeit:"Commodore Markets" - Empirische Analyse
Chesney Crameri Viel Bachelor-Thesis:Trading activities around the announcement days of some major M&A
Chesney Crameri Werder Bachelor-Thesis: Entwicklung nachhaltiger Finanzprodukte in der Theorie und Praxis sowie anhand eines eigenen Beispiels
Chesney Jordan The Role of Information on Investment Behaviour – An Experimental Approach
Chesney Käppeli Diplomarbeit: Market-based assessment of the impact of new environmental regulations: the case of the European Emission Trading Scheme.
Chesney Kempf The Value of Tradeability
Chesney Mancini Quantitative Finance
Chesney Mancini Crameri Detacting Informed Trading Activites in the Options Markets
Chesney Reshetar Assessing and Managing Operational Risk with a Special Emphasis on Terrorism Risk
The Impact of Terrorism on Financial Markets: an Empirical Study
Chesney Schneider Masterarbeit: Valuation of CO2 option contracts in the European Emission Trading Scheme
Chesney Stromberg Baumgart Bachelor Thesis: Hedge funds and the Credit Crisis
Chesney Stromberg Lustenberger Diploma Thesis: Note on the Confidentiality of data used
Chesney Stromberg Nemati Semesterarbeit: Option Strategies
Diplomarbeit: Quantitative Finance
Chesney Stromberg Ulrich Bachelorarbeit: Executive Compensation and Challenges from the Credit Crisis
Chesney Stromberg Wagner Risk-Taking Incentives, Governance, and Losses in the Financial Crisis
Chesney Taschini The emission permits market: A Model in Discrete and Continuous Time
The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing
Semesterarbeit: Asian and Barrier Options
Diplomarbeit: The Real Option Approach: An Application to a Oil-field exploration
Chesney Taschini Flum Diplomarbeit: Optimal Investment in the Cement Sector under the European Union Emissions Trading Scheme
Chesney Taschini Lustenberger Diploma Thesis: Credit Portfolio Moderling and Stress Test Scenario Analysis
Chesney Taschini Pontarolo Diplomarbeit: Natural Gas Investment Evaluation via Monte Carlo Simulations and the Impact of Windfall Profits in the European Emission Trading Scheme
Chesney Taschini Urech Diplomarbeit: Econometirc Analysis of the CO2 futures prices in the European Emission Trading Scheme
Chesney Taschini Wang Technology Change and Presence of Institutional Investors in Experimental Markets for Emission Permits
Chesney Taschini Zwahlen Diplomarbeit: VaR comparison for Energy Commodity risk management
Diplomarbeit: VaR for Energy Commodity risk management: a Quantitative Analysis
Chesney Wang Taschini Environment Finance, Behavioral Finance
Crameri The Impact of Open Interest on the Underlying Distribution
Mancini Vogel Bachelorarbeit: Estimating Heston's volatility model using VIX
Stromberg Illiquidity and Investment under Uncertainty in an Incomplete Market
Stromberg Nyholm Koivu Joint Modelling of International Yield Curves
The yield curve and macro fundamentals in forecasting exchange rates
Wang Bernstein Chesney An Experimental Study on Real Option
An Experimental Study On Real-Option Strategies


Last update 25.02.2016