Jürg Syz - Publications

Teaching Publications Supervised theses

Journal Articles (7)

What Drives "Green Housing" Construction? Evidence from Switzerland
Jürg Syz, Marco Salvi
In: Journal of Financial Economic Policy, Vol. 3 (No. 1), p. 86-102, 2011.

Arbitrage Free Price Bounds for Property Derivatives
Jürg Syz, Paolo Vanini
In: Journal of Real Estate Finance and Economics, Vol. 43 (No. 3), p. 281-298, 2011.

Property derivatives and the subprime crisis
Jürg Syz, Paolo Vanini
In: Wilmott Journal, Vol. 1 (No. 3), p. 163-166, 2009.

Regelungsdefizite bei strukturierten Produkten in der gebundenen Vorsorge 3a
Jürg Syz, Raphael Camp
In: Schweizerische Zeitschrift für Sozialversicherung und berufliche Vorsorge, Vol. 53 (No. 2), p. 99-115, 2009.

Property Derivatives and Index-Linked Mortgages
Jürg Syz, Marco Salvi, Paolo Vanini
In: Journal of Real Estate Finance and Economics, Vol. 36 (No. 1), p. 25-35, 2008.

Trend derivatives: pricing, hedging, and application to executive stock options
Jürg Syz, Markus Leippold
In: Journal of Futures Markets, Vol. 27 (No. 2), p. 151-186, February 2007.

Perspectives: Why not trade pension claims?
Jürg Syz, Bernard Dumas
In: Financial Analysts Journal, Vol. 63 (No. 1), p. 46-54, 2007.

Books (1)

Property Derivatives: Pricing, Hedging and Applications
Jürg Syz
Wiley Finance Series, Berlin, 2008.

Book Chapters (3)

Green Properties - Sustainable Returns
Jürg Syz
Editor(s): Swiss Private Equity & Corporate Finance Association SECA
In: Real Estate Private Equity, Bern, p. 1-5, 2011.

Housing Risk and Property Derivatives: the Role of Financial Engineering
Jürg Syz
Editor(s): wiley blackwell
In: The Blackwell Companion to the Economics of Housing: The Housing Wealth of Nations, Wiley-Blackwell, online, p. 24, 2010.

Hedging Housing Risk
Jürg Syz
Editor(s): Edward Hammond, Alex D. Noyes
In: Housing: Socioeconomic, Availability, and Development Issues, Nova Science Publishers, Inc., Hauppauge NY 11788-3619, p. 175-184, 2009.

Working Papers (2)

Safeguarding Pensions
Jürg Syz, Bernard Dumas
Worldwide Mastering Series, Financial Times, No. 6, 2006.