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Pricing of derivatives on comm...
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Zagst, Rudi
148
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38
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14
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10
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9
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8
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7
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ECONIS (ZBW)
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31
Asset allocation with credit instruments
Menzinger, Barbara
;
Schlösser, Anna
;
Zagst, Rudi
- In:
Alternative investments and strategies : credit, …
,
(pp. 147-173)
.
2010
Persistent link: https://www.econbiz.de/10008655204
Saved in:
32
Pricing certificates under issuer risk
Götz, Barbara
;
Zagst, Rudi
;
Escobar, Marcos
- In:
Alternative investments and strategies : credit, …
,
(pp. 123-146)
.
2010
Persistent link: https://www.econbiz.de/10008655205
Saved in:
33
Listed private equity in a portfolio context
Aigner, Philipp
;
Beyschlag, Georg
;
Friederich, Tim
; …
- In:
Alternative investments and strategies : credit, …
,
(pp. 21-49)
.
2010
Persistent link: https://www.econbiz.de/10008655209
Saved in:
34
Socially responsible investments
Hroß, Sven
;
Vogt, Christofer
;
Zagst, Rudi
- In:
Alternative investments and strategies : credit, …
,
(pp. 3-20)
.
2010
Persistent link: https://www.econbiz.de/10008655210
Saved in:
35
Systemic risk
Hauptmann, Johannes
;
Zagst, Rudi
- In:
Quantitative financial risk management
,
(pp. 321-338)
.
2011
Persistent link: https://www.econbiz.de/10009301403
Saved in:
36
The crash-NIG copula model : risk measurement and management of credit portfolios
Schlösser, Anna
;
Zagst, Rudi
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
4
,
pp. 392-418
Persistent link: https://www.econbiz.de/10009507706
Saved in:
37
Pricing of spread options on stochastically correlated underlyings
Escobar, Marcos
;
Götz, Barbara
;
Seco, Luis
;
Zagst, Rudi
- In:
The journal of computational finance
12
(
2009
)
3
,
pp. 31-61
Persistent link: https://www.econbiz.de/10009534616
Saved in:
38
The risk appetite of private equity sponsors
Braun, Reiner
;
Engel, Nico
;
Hieber, Peter
;
Zagst, Rudi
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 815-832
Persistent link: https://www.econbiz.de/10009492043
Saved in:
39
A Fund of Hedge Funds Under Regime Switching
Saunders, David M.
;
Seco, Luis
;
Vogt, Christopher
; …
- In:
The journal of alternative investments
15
(
2012/13
)
4
,
pp. 8-23
Persistent link: https://www.econbiz.de/10009745288
Saved in:
40
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/10009629244
Saved in:
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