Andreas Rathgeber
University of Augsburg
Prof. Dr. Andreas Rathgeber holds a W2-Professorship of Finance and Information Management at the Institute for Materials Resource Management at the Faculty of Mathematics Natural Sciences and Technology, University of Augsburg. He is primarily concerned with resource management and finance and in particular the interface between these two disciplines. Among other things, he published in Nature Materials, the Review of Derivatives Research, The Journal of Credit Risk and the Quarterly Review of Economics and Finance.
Prof. Dr. Rathgeber graduated in Economics at the University of Hohenheim in Stuttgart and then studied Mathematics at the University of Augsburg from 1997 to 2001. In 1997 he also began to work on his dissertation ("Multi price processes and exercise conditions for option pricing") with Prof. Dr. Manfred Steiner as advisor. Between 2005 and 2008 he completed his habilitation thesis ("Determining discount factors - A theoretical and empirical approach to improve the quality of term structure estimation"). From 2009 to 2010 he was Professor of Financial Management and Taxation at UMIT in Austria, and since September 2010, he is at the University of Augsburg.
Prof. Dr. Rathgeber was honored with the Science Award of the Kurt and Felicitas Viermetz Foundation in 2009. In addition, he received both the RMA Risk Management Award 2006 and the Bavarian Science Award 2006 for his doctoral thesis.
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Articles by Andreas Rathgeber
Market pricing of credit linked notes: the influence of the financial crisis
This paper analyzes whether the financial crisis of 2007–9 had an effect on the mispricing of CLNs.