Publications / Working Papers:

ECKSTAEDT, FABIAN: The valuation of Hybrid Options with a two dimensional Markov-Functional Model. Diploma Thesis. Bielefeld University, 2006.

FRIES, CHRISTIAN P.; ECKSTAEDT, FABIAN: A Hybrid Markov-Functional Model with Simultaneous Calibration to Interest Rate and FX Smile. (2006)

Talks and Presentations:

A Hybrid Markov-Functional Model with Simultaneous Calibration to Interest Rate and FX Smile. Poster presentation at the 4th World Congress of the Bachelier Finance Society in Tokyo, Japan 2006.   (HMFM_Poster.pdf)    (HMFM_Handout.pdf)

A Hybrid Markov-Functional Model with Simultaneous Calibration to Interest Rate and FX Smile. Presentation at the Quantitative Methods in Finance Conference (QMF), Sydney, Australia 2007.

Workshops and Congresses:

- Quantitative Methods in Finance Conference (QMF), Sydney 2007.

- Quant Congress USA, New York 2007.

- The 3rd Fixed Income Conference, WBS. Amsterdam - Netherlands  2006.

- 4th World Congress of the Bachelier Finance Society. Tokyo - Japan 2006.

- Campus for Finance, WHU 2006.

- CSFB Open Day, CSFB  2005.

- Investment banking Workshop, Access 2005.

- Investment banking Workshop, Access 2004.

- Strategy School, BCG 2004.

E-Mail:

email          @fabian-eckstaedt.de(please remove spaces)