Professoren
Prof. Dr. Robert G. Tompkins

Prof. Dr. Robert G. Tompkins

Artikel in referierten Zeitschriften

D´Ecclesia, Rita, Tompkins, Robert G.
Unconditional Return Disturbances: A Non-Parametric Simulation Approach.
in: Journal of Banking & Finance, (2006), Vol. 30, No. 1, pp. 287-314

Tompkins, Robert G.
Why Smiles Exist in Foreign Exchange Options Markets: Isolating Components of the Risk Neutral Process.
in: The European Journal of Finance, (2006), Vol. 12, No. 6-7, pp. 583-604

Anagnou, Iliana, Bedendo, Mascia, Hodges, Stewart D., Tompkins, Robert G.
Forecasting Accuracy of Implied and GARCH-based Probability Density Functions.
in: Review of Futures Markets, (2005), Vol. 14, S. 41-66

Davis, Mark, Schachermayer, Walter, Tompkins, Robert G.
The Evaluation of Venture Capital As an Instalment Option: Valuing Real Options Using Real Options.
in: Zeitschrift für Betriebswirtschaft, (2004), Nr. 3/2004, S. 77-96

Tompkins, Robert G.
Options on Bond Futures: Isolating The Risk Premium.
in: Journal of Futures Markets, (2003), Vol. 23, No. 2, pp. 169-215

Davis, Mark, Schachermayer, Walter, Tompkins, Robert G.
Installment Options and Static Hedging.
in: The Journal of Risk Finance, (2002), Vol. 3, No. 2, pp. 46-52

Tompkins, Robert G.
Static versus Dynamic Hedging of Exotic Options: An Evaluation of Hedge Performance via Simulation.
in: The Journal of Risk Finance, (2002), Vol. 3, No. 2, pp. 6-32

Hodges, Stewart D., Tompkins, Robert G.
Volatility Cones & Their Sampling Properties.
in: Journal of Derivatives, (2002), Vol. 10, No. 1, pp. 27-42

Tompkins, Robert G., Xiangyang, Wang
Averaged Options.
in: BankArchiv, (2001), Nr. 49/8, S. 618-629

Tompkins, Robert G., Weinberger, Simon
Best Price Exotic Options.
in: BankArchiv, (2001), Nr. 49/1, S. 54-64

Tompkins, Robert G., Wong, J. C.
Currency Translated Options.
in: BankArchiv, (2001), Nr. 49/12, S. 973-982

Tompkins, Robert G.
Implied Volatility Surfaces: Uncovering Regularities for Options on Financial Futures.
in: The European Journal of Finance, (2001), Vol. 7, No. 3, pp. 198-230

Sosinska, Agnieszka, Tompkins, Robert G.
Pay as you go Options: Compounds and Installments.
in: BankArchiv, (2001), Nr. 49/5, S. 366-376

Davis, Mark, Schachermayer, Walter, Tompkins, Robert G.
Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options.
in: Quantitative Finance, (2001), Vol. 1, No. 6, pp. 597-610

Tompkins, Robert G.
Stock Index Futures: Stochastic Volatility Models and Smiles.
in: The Journal of Futures Markets, (2001), Vol. 21, No. 2, pp. 43-78

Glibitsky, Mikhail, Tompkins, Robert G.
Complex Barrier Options.
in: BankArchiv, (2000), Nr. 48/10, S. 902-913

Tompkins, Robert G.
The Austrian Stock Market: Objective Dispersion Processes and Option Pricing.
in: Financial Markets and Portfolio Management, (2000), Vol. 14, p. 152-179

Tompkins, Robert G.
The Power Option: Hedging Non-Linear Risks.
in: The Journal of Risk, (2000), Vol. 2, No. 2, pp. 29-45

Tompkins, Robert G.
Non-Linear Exotic Contingent Claims: The Power Option.
in: BankArchiv, (1999), Nr. 47/10, S. 808-817

Tompkins, Robert G.
Simple Barrier Options.
in: BankArchiv, (1999), Nr. 47/12, S. 996-1005

Tompkins, Robert G.
Simple Exotic Options.
in: BankArchiv, (1999), Nr. 47/8, S. 617-628

Tompkins, Robert G.
Behind the Mirror. Pricing of Options and Swaps.
in: Risk, (1989), Nr. 2/2

Tompkins, Robert G.
The A-Z of Caps. Introduction to Interest Rate Caps.
in: Risk, (1989), No. 2/3

Tompkins, Robert G.
Which Hedge is Best?. Hedging of Interest Caps.
in: Risk, (1989), No. 2/4

Monographien

Tompkins, Robert G.
Option Analysis. Northbrook, Illinois: Business One Irwin, 1994

Tompkins, Robert G.
Options Explained 2. Basingstoke: Macmillan Press, 1994

Tompkins, Robert G.
From Black to Scholes to Black Holes. London: Risk Magazine Publications, 1992

Tompkins, Robert G.
Bund Options. Basingstoke: Macmillan Press, 1991

Tompkins, Robert G.
Options Explained. Basingstoke: Macmillan Press, 1991


Artikel in Fachzeitschriften

Tompkins, Robert G.
Off to a "T".
in: Derivatives in Fund Management, (1995), Nr. 9/12

Tompkins, Robert G.
Opting for Options.
in: Derivatives in Fund Management, (1995), Nr. 10/2

Tompkins, Robert G.
What Makes a Successful Futures and Options Market.
in: Finans/Invest, (1988), No. 4, pp. 9-16

Tompkins, Robert G.
The Flying Duck. Option Pricing with HP-41cx Calculator.
in: Intermarket, (1985), No. 2/1

Tompkins, Robert G.
The Hedge to End All Prime Rate Speculation.
in: Intermarket, (1985), No. 1/9

Tompkins, Robert G.
How EFPs are Bridging Hedge and Futures Markets.
in: Intermarket, (1984), No. 1/6

Tompkins, Robert G.
S&P 500 Stock Index Volatility: Business Cycle Patterns.
in: Market Prospectives, (1983), No. 1/3


Aufsätze in Sammelwerken

Tompkins, Robert G.
Foreign Exchange Smile: Smile Regularities for Foreign Exchange Options, in: Cont, Rama (Hrsg.): Encyclopedia of Quantitative Finance, Chichester: Wiley, 2010, p. 745-751

Tompkins, Robert G.
The Favorite-Longshot Bias in S&P 500 and FTSE 100 Index Futures Options: The Return to Bets and the Cost of Insurance, in: Hausch, Donald B, William T. Ziemba (Hrsg.): Handbook of Sports and Lottery Markets, Amsterdam: North-Holland, 2008, S.161-180

Tompkins, Robert G.
Measuring Equity Volatilities, in: Donaldson, Laurie (Hrsg.): Equity Derivatives, London: Risk Publications, 1997, pp. 233-268

Tompkins, Robert G.
International Portfolio Diversification with Stock Index Derivatives, in: Bruce, Brian (Hrsg.): The Handbook of Quantitative International Investing, Chicago: Probus Publishing Company, 1990, S. 102-125

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