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CPQF Working Paper Series / Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF)


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Impact Factor

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5-Years IF

7

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.4122700 (%)0.18
20050.431322 (%)0.21
20060.4414733 (%)0.19
20070.37371124 (%)0.17
20080.39111810.0612471 (8.3%)10.090.17
20090.3642281418 (%)0.17
20100.070.340.1552730.113151203 (%)0.15
20110.330.410.42229190.66932410 (%)0.2
20120.290.450.76433501.525722519 (%)51.250.21
20130.533626 (%)0.2
20140.5533415 (%)0.25
20150.573320.06011 (%)0.26
20160.663306 (%)0.34
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
12008Latin hypercube sampling with dependence and applications in finance. (2008). Packham, Natalie ; Schmidt, Wolfgang . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:15.

Full description at Econpapers || Download paper

10
22008On the valuation of fader and discrete barrier options in Hestons Stochastic Volatility Model. (2008). Griebsch, Susanne ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:17.

Full description at Econpapers || Download paper

7
32007Instalment options: a closed-form solution and the limiting case. (2007). Griebsch, Susanne ; Kuhn, Christoph ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:5.

Full description at Econpapers || Download paper

7
42009Credit gap risk in a first passage time model with jumps. (2009). Packham, Natalie ; Schlogl, Lutz ; Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:22.

Full description at Econpapers || Download paper

7
52006Interest rate convexity and the volatility smile. (2006). Schmidt, Wolfgang M. ; Boenkost, Wolfram . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:4.

Full description at Econpapers || Download paper

7
62009Credit dynamics in a first passage time model with jumps. (2009). Packham, Natalie ; Schlogl, Lutz ; Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:21.

Full description at Econpapers || Download paper

7
72004Cross currency swap valuation. (2004). Schmidt, Wolfgang M. ; Boenkost, Wolfram . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:2.

Full description at Econpapers || Download paper

7
82007Default swaps and hedging credit baskets. (2007). Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:7.

Full description at Econpapers || Download paper

6
92012Size matters! How position sizing determines risk and return of technical timing strategies. (2012). Scholz, Peter . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:31.

Full description at Econpapers || Download paper

5
102010Unifying exotic option closed formulas. (2010). Veiga, Carlos ; Wystup, Uwe ; Esquivel, Manuel L.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:23.

Full description at Econpapers || Download paper

3
112007Accelerating the calibration of stochastic volatility models. (2007). Kilin, Fiodar . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:6.

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3
122008Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der Renditen. (2008). Weber, Andreas ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:12.

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2
132012Das Geschäft mit Derivaten und strukturierten Produkten: Welche Rolle spielt die Bank?. (2012). Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:33.

Full description at Econpapers || Download paper

2
142008Closed formula for options with discrete dividends and its derivatives. (2008). Veiga, Carlos ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:16.

Full description at Econpapers || Download paper

1
152009FX volatility smile construction. (2009). Reiswich, Dimitri ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:20.

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1
162008Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der Renditen. (2008). Weber, Andreas ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:13.

Full description at Econpapers || Download paper

1

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12008Latin hypercube sampling with dependence and applications in finance. (2008). Packham, Natalie ; Schmidt, Wolfgang . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:15.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (cites in year: CiY)


Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team