Dr. Anja Frommherz

Anja Frommherz

Research Interests

  • Empirical Market Microstructure
  • Empirical Asset Pricing and Financial Markets
  • Volatility Modeling
  • Risk Management

Publications

  • Figlewski, S and A. Frommherz (2017), Volatility Leadership Among Index Options, The Journal of Derivatives, Vol 25(2), 43-60   
  • Frommherz, A (2017),  Price Discovery of German Index Derivatives during Financial Turmoil, Review of Managerical Science (Jun)

Teaching

  • Derivatives Markets and Option Pricing (German, since 2013)
  • Advanced Macro and Finance (English, 2016)
  • Managing Risk of an International Business (English, 2014)