Research

Prof. Trautmann has published articles (in the Review of Finance, Journal of Banking and Finance, and Mathematical Methods of Operations Research, among others) on pricing and hedging of financial derivatives (especially equity options and warrants) and portfolio selection. His current research interest focuses on (credit-)risk management with derivatives (hedging strategies for derivative securities under capital constraints), performance measurement, and models of market manipulation.

 

 

Publications

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Working Papers

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Presentation Slides

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