Gunter Meissner. Correlation Risk Modeling and Management: An Applied Guide including the Basel III Correlation Framework with Interactive Models in Excel/VBA. Wiley, John & Sons, Incorporated, 2014.
Gunter Meissner. Trading Financial Derivatives: Future, Swaps, and Options in Theory and Application. Pearson Custom Publishing, 1997.
Gunter Meissner. Credit Derivatives: Applications, Pricing and Risk Management. Wiley, John & Sons, 2005.
Gunter Meissner. The Definitive Guide to CDO’s. Incisive Media, 2008.
Meissner, Gunter, Asset Modeling, Stochastic Volatility and Stochastic Correlation, 2012.
Meissner, Gunter, Pricing CAT Bonds.
Meissner, Gunter, James Burke “Can we use the Black Scholes Merton Model to value temperature options?”
Claudio Albanese, David Li, Edgar Lobachevskiy, Gunter Meissner A comparative analysis of correlation approaches in finance.
Meissner, Gunter, The Catastrophe Bond Market at Year-End 2006.
Meissner, Gunter, Burgin, Mark, Negative probabilities in financial modeling.
Meissner, Gunter, Bhaduri, Ranjan Modelling Non-Normal CDO Returns with the Omega Function.
Meissner, Gunter, Bhaduri, Ranjan, On the valuation of CAT (catastrophe) bonds.
Meissner, Gunter, Edgar Lobachevskiy, Claudio Albanese, David Li, A comparative analysis of Fitch’s, Moody’s, and Standard & Poor’s CDO rating approaches.
Meissner, Gunter, Li, Li, Are Defaults Correlated? An Empirical Study.
Dr. Meissner, Gunter, Manish Sehgal, Siong Huat Teo, Does International Stock-Index Arbitrage Exist?
Dr. Meissner, Gunter, Albin Alex, Kai Nolte, A Refined MACD Indicator – Evidence against the Random Walk Hypothesis?
Dr. Meissner, Gunter, Michael Hamp, Janne Kettunen, Valuing credit default swaps with counterparty risk – A combined copula-LMM approach.
Dr. Meissner, Gunter, Pricing Default Swaps – Which Default Probabilities, which Default Correlations should be included?
Dr. Meissner, Gunter, The market standard model for valuing CDOs, the OFGC (one-factor Gaussian copula model) – Benefits and Limitations.
Dr. Meissner, Gunter, Volatility Arbitrage in Fixed Income Markets.
Dr. Meissner, Gunter, Engle, Robert, A Joint Market Risk – Liquidity Risk Model.
Dr. Meissner, Gunter, Modeling liquidity risk with correlated conditional jump processes.
Meissner, Gunter, Rooder, Seth, The impact of different correlation approaches on valuing credit default swaps with counter-party risk.
Meissner, Gunter, Mesearch, Dallyn , Olkov, Alexey , The valuation of credit default swaps (CDS) including investor – counter-party – reference entity default correlation.