… "The book Interest Rate Management by Zagst is … ‘written … Rudi Zagst manages to give an
all-inclusive presentation of … at Interest Rate Management by Rudi Zagst. The book is written …

This article identifies key performance indicators for private equity funds by scrutinizing a
dataset of 358 funds holding an aggregate number of 7,511 portfolio companies. First, we show …

… \(r\), the autoregressive order \(m\), and the ARMA parameters \(p\) and \(q\) is captured by
the inequalities \(p\le r \times m ^2\) and \(q\le r \times m ^2-1\). To determine the order of an \(r-…

… Its value grows with constant continuous interest rate r > 0 according to … Hence if μ ≤ r
there would be no reason for a rational investor to invest in stocks, since at any time t ∈ [0,T ] …

In this paper we study a risk model with claim arrivals based on general compound Hawkes
processes and show that it is suitable to model empirical insurance data. We review a law of …

In this article, a framework for the joint modelling of default and recovery risk in a portfolio of
credit risky assets is presented. The model especially accounts for the correlation of defaults …

… ancistrocladine (lb)] isolated in the past have Sconfiguration at C-3 and an oxygen function
at C-6 [S, 63, whereas all Dioncophyllaceae alkaloids [eg dioncophylline A @a)] have R-…

For determining an optimal portfolio allocation, parameters representing the underlying
market—characterized by expected asset returns and the covariance matrix—are needed. …

Ruthenium‐mediated oxidative degradation led to the elucidation of the absolute configuration
of michellamine B (1), the most active representative of a new class of naturally occurring …

An early warning system to timely forecast turbulences in the Asian and European stock
market is proposed. To ensure comparability, the model is constructed analogously to the early …