Mit Mathematik die Finanzmärkte zähmen

1. F. Betz, Models of financial markets, Asian Business Research, 1(2) (2016), 30.
2. D.A. Zetzsche, W.A. Birdthistle, D.W. Arner, R.P. Buckley, Digital Finance Platforms: Toward a New Regulatory Paradigm, U. Pa. J. Bus. L., 23 (2020), 273.
3. D. Haberly, D. MacDonald-Korth, M. Urban, D. Wójcik, Asset management as a digital platform industry: A global financial network perspective, Geoforum, 106 (2019), 167-181.
4. F.N. Misman, S. Roslan, M.I.M. Aladin, General Election and Stock Market Performance: A Malaysian Case, International Journal of Financial Research, 11(3) (2020), 139-145.

Modellierung Negativer Zinsen - Nur Bares ist Wahres?

1. E. Leibling, SABR-Modelle für negative Zinsraten - Lösung mittels finiter Differenzen, Bachelorarbeit, Bergische Universität Wuppertal, April 2021.
2. J. Kienitz, T. McWalter, R. Sheppard, PDE methods for SABR, In: Novel Methods in Computational Finance (pp. 265-291). Springer, Cham, 2017.
3. M. Felpel, J. Kienitz, T.A. McWalter, Effective stochastic volatility: applications to ZABR-type models, Quantitative Finance, 21(5) (2021), 837-852.
4. J. Kienitz, Negative Rates: New Market Practice, In: Novel Methods in Computational Finance (pp. 47-63). Springer, Cham, 2017.
5. J. Kienitz, P. Caspers, The SABR Model, In: Interest Rate Derivatives Explained: Volume 2 (pp. 87-121). Palgrave Macmillan, London, 2017.
6. A. Antonov, M. Konikov, M. Spector, Mixing SABR models for negative rates, Available at SSRN 2653682, 2015.
7. P.S. Hagan, D. Kumar, A. Lesniewski, D. Woodward, Arbitrage‐free SABR, Wilmott, 2014(69), 60-75.

Beipackzettel für Finanzprodukte: PRIIPs!

1. A. Binder, O. Jadhav, V. Mehrmann, Model order reduction for the simulation of parametric interest rate models in financial risk analysis, Journal of Mathematics in Industry, 11(1) (2021), 1-34.
2. M. Aichinger, A. Binder, M. Schwaiger, Developing a tool-chain for computational finance in a regulated universe, In 19th European Conference on Mathematics for Industry (p. 383).
3. V. Colaert, The regulation of PRIIPs: great ambitions, insurmountable challenges?, Journal of Financial Regulation, 2(2) (2016), 203-224.
4. P. Münchhalfen, R. Gaschler, Attention Distribution of Current Key Investor Documents: Standardization as a Long-Term Goal of the PRIIP Regulation, Journal of Consumer Policy, 44(1) (2021), 73-94.