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Specialist Articles & Books

The recent Specialist articles and books from Sal. Oppenheim can be found here:

Equity Sales & Derivatives

Illustration of the journal 'Review of Derivatives Research'

Bernd Engelmann, Matthias Fengler, Morten Nalholm, Peter Schwendner:
Static versus Dynamic Hedges: An Empirical Comparison for Barrier Options
Review of Derivatives Research (2007)

Further details


Illustration of the book 'Volatility as an Asset Class'

Matthias Fengler, Kay Pilz, Peter Schwendner:
Basket Volatility and Correlation
Volatility as an Asset Class, Risk Books (2007)

Further details

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Illustration of the book 'Semiparametric Modeling of Implied Volatility'

Matthias Fengler:
Semiparametric Modeling of Implied Volatility
Springer (2005)

Further details


Illustration of the journal 'The Journal of Derivatives'

Matthias Fengler, Peter Schwendner:
Quoting Multiasset Equity Options in the Presence of Errors from Estimating Correlations
Journal of Derivatives (2004)

Further details


Illustration of Risk Books

Annette Andreas, Bernd Engelmann, Peter Schwendner, Uwe Wystup:
Fast Fourier method for the valuation of options on several correlated currencies, Foreign Exchange Risk
Hrsg. J. Hakala, U. Wystup, Risk Books (2002)

PDF | 296 KB

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Sal. Oppenheim jr. & Cie. Corporate Finance (Switzerland) AG

Illustration of 'forum'

Jan P. Eckert, Serge Courtet, Sandro Dittli (2007)
Immobilienfonds: Handling von Anlagerisiken
Article in B2B (Switzerland), March 2006

PDF | 646 KB


Illustration of specialist article  'Immobilien Grund & Lage'

Immobilien Grund & Lage
Specialised publication for the Swiss real estate market and for real estate investments

7th issue | 3.25 MB
6th issue | 1.06 MB
5th issue | 2.33 MB
4th issue | 2.15 MB
3rd issue | 2.21 MB

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Please do not hesitate to contact us

Dr. Peter Schwendner

Dr. Peter Schwendner (CFA),
Head of Quantitative Analysis
Sal. Oppenheim Germany
Send e-mail

Ivana Turudic (CFA),
Quantitative Analysis
Sal. Oppenheim Germany
Send e-mail

Dr. Matthias Fengler,
Quantitative Analysis
Sal. Oppenheim Germany
Send e-mail

Dr. Kay Frederik Pilz,
Quantitative Analysis
Sal. Oppenheim Germany
Send e-mail

Kristina Soprek
Sal. Oppenheim Corporate Finance Switzerland
Phone +41 44 214-2671
Send e-mail

Financial reports

Here you will find all financial reports from the past years in chronological order.
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