Klaus R. Schenk-Hoppé
United KingdomResearch Interests
Explore related searches
Contact this professor
Get a free first email built on one of their papers, ready for you to edit and send yourself.
Articles (10)
Year:
2024
Year:
2024
We explain the evolution of the volatility market and present the infamous day of ‘Volmageddon’ as an insightful case study. Our survey focuses on the pricing and trading of volatility-linked assets, highlighting the impact of mechanical hedging in markets for futures and higher-order derivatives. We supplement the vast statistical analysis of volatility derivatives with a financial economist’s perspective.
Year:
2023
Year:
2022
Year:
2022
Year:
2022
Year:
2022
Year:
2021
Year:
2021
Year:
2021
Collaborators (30)
Lee Smales
University of Western Australia
Sascha Füllbrunn
Associate Professor
Radboud University
Michael Frömmel
Professor of Finance
Ghent University
Sean Foley
Macquarie University
Liangyi Mu
Queen's University Belfast
Ekaterina Kazak
University of Birmingham
Vitali Alexeev
Associate Professor
University of Technology, Sydney
Ester Felez Vinas
University of Sydney
Tina Prodromou
Lecturer
University of Wollongong
S. Sarah Zhang
The University of Manchester
Nikolai Sheung-Chi Chow
Australian National University
Anna Calamia
Associate Professor
TBS Education
Nick Taylor
University of Bristol
Bart Frijns
Open Universiteit
Hossein Jahanshahloo
Assistant Professor
Cardiff University Business School
Zeyang Zhou
University of Wollongong
Anthony Sanford
Assistant Professor
HEC Montréal
Felix Holzmeister
Assistant Professor (Tenure-Track)
University of Innsbruck
Paolo Pasquariello
John C. and Sally S. Morley Professor of Finance
University of Michigan–Ann Arbor
Philipp Schuster
University of Stuttgart
Thorsten Hens
University of Zurich
Stefan Voigt
Københavns Universitet
Peter O'Neill
Senior Lecturer
University of New South Wales
Ariadna Dumitrescu
Associate Professor
ESADE Business School
Erik Theissen
University of Mannheim
S. ter Ellen
Associate professor
Vrije Universiteit Amsterdam
Per Östberg
University of Zurich
Magnus Johannesson
Professor
Stockholm School of Economics
Esmaeil Babaei Khezerloo
University of Glasgow
Angelo Ranaldo
Chair professor
University of Basel
ApplyKite TwinLearns as you applyMake your next move.
Prepare your application
Review drafts before you send them.