R. Zagst: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance

Götz, Barbara, Escobar, Marcos, Zagst, Rudi

Journal:

Applied Mathematical Finance

Year:

2014

Language:

english

File:

PDF, 519 KB

english, 2014

2

What Drives PE? Analyses of Success Factors for Private Equity Funds

Aigner, Philipp, Albrecht, Stefan, Beyschlag, Georg, Friederich, Tim, Kalepky, Markus, Zagst, Rudi

Journal:

The Journal of Private Equity

Year:

2008

Language:

english

File:

PDF, 2.02 MB

english, 2008

3

Vulnerable Exotic Derivatives

Escobar, Marcos, Mahlstedt, Mirco, Panz, Sven, Zagst, Rudi

Journal:

The Journal of Derivatives

Year:

2017

Language:

english

File:

PDF, 3.15 MB

english, 2017

4

Optimal life-cycle consumption and investment decisions under age-dependent risk preferences

Lichtenstern, Andreas, Shevchenko, Pavel V., Zagst, Rudi

Journal:

Mathematics and Financial Economics

Year:

2020

File:

PDF, 1.27 MB

2020

5

Forecasting market turbulence using regime-switching models

Hauptmann, Johannes, Hoppenkamps, Anja, Min, Aleksey, Ramsauer, Franz, Zagst, Rudi

Journal:

Financial Markets and Portfolio Management

Year:

2014

Language:

english

File:

PDF, 4.11 MB

english, 2014

6

A Fund of Hedge Funds Under Regime Switching

Saunders, David, Seco, Luis, Vogt, Christofer, Zagst, Rudi

Journal:

The Journal of Alternative Investments

Year:

2013

Language:

english

File:

PDF, 1.91 MB

english, 2013

7

A Three-Factor Defaultable Term Structure Model

Schmid, Bernd, Zagst, Rudi

Journal:

The Journal of Fixed Income

Year:

2000

Language:

english

File:

PDF, 1.54 MB

english, 2000

8

PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING

ESCOBAR, MARCOS, NEYKOVA, DANIELA, ZAGST, RUDI

Journal:

International Journal of Theoretical and Applied Finance

Year:

2015

Language:

english

File:

PDF, 903 KB

english, 2015

9

Option-Based performance participation

Zagst, Rudi, Kraus, Julia, Bertrand, Philippe

Journal:

Journal of Banking & Finance

Year:

2019

Language:

english

File:

PDF, 2.28 MB

english, 2019

10

Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation

Kolbe, Andreas, Zagst, Rudi

Journal:

Applied Mathematical Finance

Year:

2009

Language:

english

File:

PDF, 401 KB

english, 2009

11

PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION

ESCOBAR, MARCOS, GÖTZ, BARBARA, NEYKOVA, DANIELA, ZAGST, RUDI

Journal:

International Journal of Theoretical and Applied Finance

Year:

2015

Language:

english

File:

PDF, 521 KB

english, 2015

12

Two asset-barrier option under stochastic volatility

Goetz, Barbara, Escobar, Marcos, Zagst, Rudi

Journal:

Applied Mathematical Finance

Year:

2018

Language:

english

File:

PDF, 2.14 MB

english, 2018

13

Optimal fee structures in hedge funds

Escobar-Anel, Marcos, Höhn, Vincent, Seco, Luis, Zagst, Rudi

Journal:

Journal of Asset Management

Year:

2018

Language:

english

File:

PDF, 2.91 MB

english, 2018

14

Behavioral portfolio insurance strategies

Escobar-Anel, Marcos, Lichtenstern, Andreas, Zagst, Rudi

Journal:

Financial Markets and Portfolio Management

Year:

2020

File:

PDF, 3.34 MB

2020

15

An intensity-based approach for equity modeling

M. Escobar, T. Friederich, M. Krayzler, L. Seco, R. Zagst

Journal:

Applied Stochastic Models in Business and Industry

Year:

2011

Language:

english

File:

PDF, 569 KB

english, 2011

16

Comparison and robustification of Bayes and Black-Litterman models

Katrin Schöttle, Ralf Werner, Rudi Zagst

Journal:

Mathematical Methods of Operations Research

Year:

2010

Language:

english

File:

PDF, 416 KB

english, 2010

17

Portfolio optimization: volatility constraints versus shortfall constraints

Dieter Kalin, Rudi Zagst

Journal:

Year:

1999

Language:

english

File:

PDF, 164 KB

english, 1999

18

Stochastic Correlation and Volatility Mean-reversion – Empirical Motivation and Derivatives Pricing via Perturbation Theory

Escobar, Marcos, Götz, Barbara, Neykova, Daniela, Zagst, Rudi

Journal:

Applied Mathematical Finance

Year:

2014

Language:

english

File:

PDF, 472 KB

english, 2014

19

Pricing a CDO on stochastically correlated underlyings

Escobar, Marcos, Gotz, Barbara, Seco, Luis, Zagst, Rudi

Journal:

Quantitative Finance

Year:

2010

Language:

english

File:

PDF, 1.08 MB

english, 2010

20

A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES

KOLBE, ANDREAS, ZAGST, RUDI

Journal:

International Journal of Theoretical and Applied Finance

Year:

2008

Language:

english

File:

PDF, 419 KB

english, 2008

21

The Markov-switching jump diffusion LIBOR market model

Steinruecke, L., Zagst, R., Swishchuk, A.

Journal:

Quantitative Finance

Year:

2015

Language:

english

File:

PDF, 748 KB

english, 2015

22

Portfolio selection under changing market conditions

Ernst, Cornelia, Grossmann, Martin, Hocht, Stephan, Minden, Stefan, Scherer, Matthias, Zagst, Rudi

Journal:

International Journal of Financial Services Management

Year:

2009

Language:

english

File:

PDF, 328 KB

english, 2009

23

Optimal investment in multidimensional Markov-modulated affine models

Neykova, Daniela, Escobar, Marcos, Zagst, Rudi

Journal:

Annals of Finance

Year:

2015

Language:

english

File:

PDF, 1.04 MB

english, 2015

24

Empirical Evaluation of Hybrid Defaultable Bond Pricing Models

Antes, S., Ilg, M., Schmid, B., Zagst, R.

Journal:

Applied Mathematical Finance

Year:

2008

Language:

english

File:

PDF, 746 KB

english, 2008

25

Stochastic covariance and dimension reduction in the pricing of basket options

Escobar, Marcos, Krause, Daniel, Zagst, Rudi

Journal:

Review of Derivatives Research

Year:

2016

Language:

english

File:

PDF, 1.73 MB

english, 2016

26

HARA utility maximization in a Markov-switching bond–stock market

Escobar, M., Neykova, D., Zagst, R.

Journal:

Quantitative Finance

Year:

2017

Language:

english

File:

PDF, 738 KB

english, 2017

27

Inflation Protected Investment Strategies

Mahlstedt, Mirco, Zagst, Rudi

Journal:

Year:

2016

Language:

english

File:

PDF, 976 KB

english, 2016

28

Comparative charge-based separation study with various capillary electrophoresis (CE) modes and cation exchange chromatography (CEX) for the analysis of monoclonal antibodies

Kahle, Julia, Zagst, Holger, Wiesner, Rebecca, Wätzig, Hermann

Journal:

Journal of Pharmaceutical and Biomedical Analysis

Year:

2019

Language:

english

File:

PDF, 437 KB

english, 2019

29

A systematic and methodical approach for the efficient purification of recombinant protein from silkworm larval hemolymph

Minkner, Robert, Xu, Jian, Zagst, Holger, Wätzig, Hermann, Kato, Tatsuya, Oltmann-Norden, Imke, Park, Enoch Y.

Journal:

Journal of Chromatography B

Year:

2020

File:

PDF, 4.54 MB

2020

30

Die absoluté Konfiguration von Michellamin B, einem „dimeren”, anti-HIV-aktiven Naphthylisochinolin-Alkaloid

Prof. Dr. Gerhard Bringmann, Rainer Zagst, Manuela Schäffer, Dr. Yali F. Hallock, Dr. John H. Cardellina II, Prof. Dr. Michael R. Boyd

Journal:

Angewandte Chemie

Year:

1993

File:

PDF, 258 KB

1993

31

The Absolute Configuration of Michellamine B, a “Dimeric”, Anti-HIV-Active Naphthylisoquinoline Alkaloid

Prof. Dr. Gerhard Bringmann, Dipl.-Chem. Rainer Zagst, Manuela Schäffer, Dr. Yali F. Hallock, Dr. John H. Cardellina II, Prof. Dr. Michael R. Boyd

Journal:

Angewandte Chemie International Edition

Year:

1993

Language:

english

File:

PDF, 258 KB

english, 1993

32

Pricing credit derivatives under stochastic recovery in a hybrid model

Stephan Höcht, Rudi Zagst

Journal:

Applied Stochastic Models in Business and Industry

Year:

2010

Language:

english

File:

PDF, 230 KB

english, 2010

33

Novel Concepts in Directed Biaryl Synthesis, IX. Synthesis and Structure of Benzonaphthopyranones, Useful Bridged Model Precursors for Stereoselective Biaryl Syntheses

Gerhard Bringmann, Thomas Hartung, Lothar Göbel, Olaf Schupp, Christian L. J. Ewers, Bernd Schöner, Rainer Zagst, Karl Peters, Hans Georg von Schnering, Christian Burschka

Journal:

European Journal of Organic Chemistry

Year:

1992

Language:

english

File:

PDF, 767 KB

english, 1992

34

A facile degradation procedure for determination of absolute configuration in 1,3-dimethyltetra- and dihydroisoquinolines

Gerhard Bringmann, Torsten Geuder, Martin Rübenacker, Rainer Zagst

Journal:

Year:

1991

Language:

english

File:

PDF, 387 KB

english, 1991

35

Integrated portfolio management with options

Gerhard Scheuenstuhl, Rudi Zagst

Journal:

European Journal of Operational Research

Year:

2008

Language:

english

File:

PDF, 418 KB

english, 2008

36

(±)-dioncophyllacine A, A naphthylisoquinoline alkaloid with A 4-methoxy substituent from the leaves of Triphyophyllum peltatum

Gerhard Bringmann, Thomas Ortmann, Rainer Zagst, Bernd Schöner, Laurent Aké Assi, Christian Burschka

Journal:

Year:

1992

Language:

english

File:

PDF, 433 KB

english, 1992

37

ancistrobrevine B, the first naphthylisoquinoline alkaloid with A 5,8′-coupling site, and related compounds from Ancistrocladus abbreviatus

Gerhard Bringmann, Rainer Zagst, Helmut Reuscher, Laurent Aké Assi

Journal:

Year:

1992

Language:

english

File:

PDF, 442 KB

english, 1992

38

Monotonicity and bounds for convex stochastic control models

Ulrich Rieder, Rudi Zagst

Journal:

Mathematical Methods of Operations Research

Year:

1994

Language:

english

File:

PDF, 692 KB

english, 1994

39

The effect of information in separable Bayesian semi-Markov control models and its application to investment planning

Journal:

Mathematical Methods of Operations Research

Year:

1995

Language:

english

File:

PDF, 503 KB

english, 1995

40

Buchbesprechungen

Journal:

Year:

1992

Language:

german

File:

PDF, 148 KB

german, 1992

41

The price of liquidity in constant leverage strategies

Marcos Escobar, Andreas Kiechle, Luis Seco, Rudi Zagst

Journal:

Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas

Year:

2009

Language:

english

File:

PDF, 378 KB

english, 2009

42

Combination effects of platinum drugs andN1,N11diethylnorspermine on spermidine/spermineN1-acetyltransferase, polyamines and growth inhibition in A2780 human ovarian carcinoma cells and their oxaliplatin and cisplatin-resistant variants

Ramakumar Tummala, Paula Diegelman, Suzanne Hector, Debora L. Kramer, Kimberly Clark, Patricia Zagst, Gerald Fetterly, Carl W. Porter, Lakshmi Pendyala

Journal:

Cancer Chemotherapy and Pharmacology

Year:

2011

Language:

english

File:

PDF, 558 KB

english, 2011

43

Stochastic dominance of portfolio insurance strategies

Rudi Zagst, Julia Kraus

Journal:

Annals of Operations Research

Year:

2011

Language:

english

File:

PDF, 1.79 MB

english, 2011

44

Pricing distressed CDOs with stochastic recovery

Stephan Höcht, Rudi Zagst

Journal:

Review of Derivatives Research

Year:

2010

Language:

english

File:

PDF, 482 KB

english, 2010

45

Modeling the evolution of implied CDO correlations

Marius Hofert, Matthias Scherer, Rudi Zagst

Journal:

Financial Markets and Portfolio Management

Year:

2010

Language:

english

File:

PDF, 847 KB

english, 2010

46

Modeling and managing portfolios including listed private equity

Philipp Aigner, Georg Beyschlag, Tim Friederich, Markus Kalepky, Rudi Zagst

Journal:

Computers & Operations Research

Year:

2012

Language:

english

File:

PDF, 1.16 MB

english, 2012

47

The Crash-NIG copula model

Anna Schlösser, Rudi Zagst

Journal:

Systems Engineering Procedia

Year:

2011

Language:

english

File:

PDF, 395 KB

english, 2011

48

The risk appetite of private equity sponsors

Reiner Braun, Nico Engel, Peter Hieber, Rudi Zagst

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 507 KB

english, 2011

49

The Crash-NIG factor model

Anna Schlösser, Rudi Zagst

Journal:

European Actuarial Journal

Year:

2013

Language:

english

File:

PDF, 1.27 MB

english, 2013

50

Pricing of derivatives on commodity indices

Rauch, Johannes, Krayzler, Mikhail, Brunner, Bernhard, Zagst, Rudi

Journal:

International Review of Financial Analysis

Year:

2013

Language:

english

File:

PDF, 263 KB

english, 2013

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@z-lib.do

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски