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Stefan Kassberger

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This is information that was supplied by Stefan Kassberger in registering through RePEc. If you are Stefan Kassberger , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Stefan
Middle Name:
Last Name: Kassberger
Suffix:

RePEc Short-ID: pka800

Email: [This author has chosen not to make the email address public]
Homepage: http://fs.de/kassberger
Postal Address:
Phone:

Affiliation

Frankfurt School of Finance and Management
Location: Frankfurt, Germany
Homepage: http://www.frankfurt-school.de/
Email:
Phone: 069 154008-0
Fax:
Postal: Sonnemannstraße 9-11, 60314 Frankfurt am Main
Handle: RePEc:edi:hfbfide (more details at EDIRC)

Works

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Working papers

  1. Michael G. Jacobides & Sidney G. Winter & Stefan M. Kassberger, 2010. "The Dynamics of Wealth, Profit and Sustainable Advantage," LEM Papers Series 2010/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

Articles

  1. Martin Hellmich & Stefan Kassberger & Wolfgang M. Schmidt, 2013. "Credit Modeling Under Jump Diffusions With Exponentially Distributed Jumps — Stable Calibration, Dynamics And Gap Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(04), pages 1350021-1-1.
  2. Kassberger, Stefan & Liebmann, Thomas, 2012. "When are path-dependent payoffs suboptimal?," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1304-1310.
  3. Stefan Kassberger & Thomas Liebmann, 2011. "Minimal q-entropy martingale measures for exponential time-changed Lévy processes," Finance and Stochastics, Springer, vol. 15(1), pages 117-140, January.
  4. Kassberger, Stefan & Kiesel, Rüdiger & Liebmann, Thomas, 2008. "Fair valuation of insurance contracts under Lévy process specifications," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 419-433, February.
  5. Stefan Kassberger & Rüdiger Kiesel, 2006. "A fully parametric approach to return modelling and risk management of hedge funds," Financial Markets and Portfolio Management, Springer, vol. 20(4), pages 472-491, December.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report

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