Rudi Zagst

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Rudi Zagst

Prof. Dr.

1994 …2024

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  • 2014

    The LIBOR market model: A markov-switching jump diffusion extension

    Steinrücke, L., Zagst, R. & Swishchuk, A., 2014, International Series in Operations Research and Management Science. Springer New York LLC, p. 85-116 32 p. (International Series in Operations Research and Management Science; vol. 209).

    Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

    2 Scopus citations
  • 2010

    Asset allocation with credit instruments

    Menzinger, B., Schlösser, A. & Zagst, R., 1 Jan 2010, Alternative Investments and Strategies. World Scientific Publishing Co., p. 146-173 28 p.

    Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • Listed p rivate equity in a portfolio context

    Aigner, P., Beyschlag, G., Friederich, T., Kalepky, M. & Zagst, R., 1 Jan 2010, Alternative Investments and Strategies. World Scientific Publishing Co., p. 21-49 29 p.

    Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • Pricing certificates under

    Gtz, B., Zagst, R. & Escobar, M., 1 Jan 2010, Alternative Investments and Strategies. World Scientific Publishing Co., p. 123-146 24 p.

    Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • Socially responsible investments

    Hroß, S., Vogt, C. & Zagst, R., 1 Jan 2010, Alternative Investments and Strategies. World Scientific Publishing Co., p. 3-20 18 p.

    Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review