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22
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Zagst, Rudi
22
Escobar, Marcos
8
Seco, Luis
6
Olivares, Pablo
3
Zagst, R.
3
Abínzano, Isabel
2
Antes, S.
2
Hieber, Peter
2
Ilg, M.
2
Kalin, Dieter
2
Kolbe, Andreas
2
Schmid, B.
2
Alvarez, Alexander
1
Arian, Hamidreza
1
Braun, Reiner
1
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Clempner, Julio
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Engel, Nico
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Friedrich, Tim
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Applied mathematical finance
3
Economic modelling
2
Finanzmarkt und Portfolio-Management
2
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of operations research
1
European journal of operational research : EJOR
1
Financial markets and portfolio management
1
International journal of financial markets and derivatives
1
International review of financial analysis
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of empirical finance
1
Journal of enterprise transformation : a joint publication of the Institute of Industrial Engineers and the International Council on Systems Engineering
1
Journal of mathematical finance
1
Journal of risk management in financial institutions
1
OR-Spektrum : quantitative approaches in management
1
Operations research, Management science : OR MS ; the international literature digest
1
Review of derivatives research
1
The European journal of finance
1
The journal of alternative investments
1
The journal of asset management
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of fixed income
1
The journal of private equity : JPE ; strategies and techniques for venture investing
1
The journal of wealth management
1
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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OLC EcoSci
ECONIS (ZBW)
144
RePEc
31
EconStor
9
USB Cologne (EcoSocSci)
4
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2
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1
A general structural approach for credit modeling under stochastic volatility
Escobar, Marcos
;
Friedrich, Tim
;
Seco, Luis
;
Zagst, Rudi
- In:
Journal / The Capco Institute : journal of financial …
32
(
2011
),
pp. 123-132
Persistent link: https://www.econbiz.de/10010039067
Saved in:
2
Impact of factor models on portfolio risk measures : a structural approach
Escobar, Marcos
;
Frielingsdorf, Tobias
;
Zagst, Rudi
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
2
,
pp. 47-79
Persistent link: https://www.econbiz.de/10010058529
Saved in:
3
The Effect of Information in Separable Bayesian Semi-Markov Control Models and its Application to Investment Planning
Zagst, R.
- In:
Zeitschrift für Operations-Research : ZOR ; …
41
(
1995
)
3
,
pp. 277-288
Persistent link: https://www.econbiz.de/10006633878
Saved in:
4
Empirical Evaluation of Hybrid Defaultable Bond Pricing Models
Antes, S.
;
Ilg, M.
;
Schmid, B.
;
Zagst, R.
- In:
Applied mathematical finance
15
(
2008
)
3
,
pp. 219-250
Persistent link: https://www.econbiz.de/10008221061
Saved in:
5
Empirical Evaluation of Hybrid Defaultable Bond Pricing Models
Antes, S.
;
Ilg, M.
;
Schmid, B.
;
Zagst, R.
- In:
Applied mathematical finance
15
(
2008
)
3-4
,
pp. 219-250
Persistent link: https://www.econbiz.de/10008098224
Saved in:
6
CreditGrades framework within stochastic covariance models
Escobar, Marcos
;
Arian, Hamidreza
;
Seco, Luis
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 303-314
Persistent link: https://www.econbiz.de/10010118710
Saved in:
7
Portfolio optimization in a multidimensional structural-default model with a focus on private equity
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
; …
- In:
The journal of private equity : JPE ; strategies and …
15
(
2011/12
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10009932975
Saved in:
8
A practical approach to business transformation : the case of the Telecommunication Services of Trinidad and Tobago
Espinal, Carlos
;
Clempner, Julio
;
Escobar, Marcos
- In:
Journal of enterprise transformation : a joint …
2
(
2012
)
3
,
pp. 201-228
Persistent link: https://www.econbiz.de/10010049066
Saved in:
9
Pricing two dimensional derivatives under stochastic correlation
Alvarez, Alexander
;
Escobar, Marcos
;
Olivares, Pablo
- In:
International journal of financial markets and derivatives
2
(
2011
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10010008736
Saved in:
10
Single and Double Black–Cox: Two approaches for modelling debt restructuring
Abínzano, Isabel
;
Seco, Luis
;
Escobar, Marcos
; …
- In:
Economic modelling
26
(
2009
)
5
,
pp. 910-918
Persistent link: https://www.econbiz.de/10008898750
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