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Scherer, Matthias
5
Hieber, Peter
2
Mai, Jan-Frederik
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Applied financial economics
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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
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2
The risk appetite of private equity sponsors
Braun, Reiner
;
Engel, Nico
;
Hieber, Peter
;
Zagst, Rudi
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 815-833
Persistent link: https://www.econbiz.de/10009801733
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3
Approximation of skewed and leptokurtic return distributions
Scherer, Matthias
;
Rachev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
Applied financial economics
22
(
2012
)
16
,
pp. 1305-1317
Persistent link: https://www.econbiz.de/10009959892
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4
Pricing kth-to-default swaps in a Lévy-time framework
Mai, Jan-Frederik
;
Scherer, Matthias
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 55-70
Persistent link: https://www.econbiz.de/10009932474
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5
Pricing corporate bonds in an arbitrary jump-diffusion model based on an improved Brownian-bridge algorithm
Ruf, Johannes
;
Scherer, Matthias
- In:
The journal of computational finance
14
(
2011
)
3
,
pp. 127-127
Persistent link: https://www.econbiz.de/10008928327
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6
Die Welt ist nicht normal (verteilt) : Modellierung von Abhängigkeiten
Mai, Jan-Frederik
;
Scherer, Matthias
- In:
Risiko-Manager
(
2012
)
25/26
,
pp. 1,6-11
Persistent link: https://www.econbiz.de/10010058400
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