Kiesel, Rüdiger, 1962-
Rüdiger Kiesel
Kiesel, Rüdiger
VIAF ID: 19851963 (Personal)
Permalink: http://viaf.org/viaf/19851963
Preferred Forms
- 200 _ | ‡a Kiesel ‡b Rüdiger
- 100 1 _ ‡a Kiesel, Rüdiger ‡d 1962-
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- 100 1 _ ‡a Kiesel, Rüdiger, ‡d 1962-
- 100 1 _ ‡a Kiesel, Rüdiger, ‡d 1962-
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- 100 1 _ ‡a Kiesel, Rüdiger
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- 100 0 _ ‡a Rüdiger Kiesel
- 100 0 _ ‡a Rüdiger Kiesel
4xx's: Alternate Name Forms (20)
5xx's: Related Names (7)
- 551 _ _ ‡a Bad Bocklet- Aschach ‡4 ortg ‡4 https://d-nb.info/standards/elementset/gnd#placeOfBirth
- 551 _ _ ‡a Bad Kissingen ‡4 ortg ‡4 https://d-nb.info/standards/elementset/gnd#placeOfBirth
- 510 2 _ ‡a Ulm, Universiẗat, Diplomarbeit
- 510 2 _ ‡a Universitetet i Oslo ‡b Centre of Mathematics for Applications
- 510 2 _ ‡a Universitetet i Oslo ‡b Centre of Mathematics for Applications ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University Duisburg-Essen ‡b Department of Economics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a ebrary, Inc
Works
Title | Sources |
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk | |
Ausfallbehaftete Zinsstrukturmodelle: makroökonomischer Einfluss & Bewertung komplexer kreditrisikobehafteter und inflationsindexierter Derivate | |
Calculation of Monte-Carlo Sensitivities for a portfolio of time coupled options and application to conventional power plants | |
Carbon finance : a risk management view | |
Climate Risk and Credit Risk Theory and Empirics | |
Defaultable term structure models: macroeconomic impact and valuation of complex credit- and inflation-linked derivatives | |
Financial Modeling of Climate-related Risks | |
Hawkes processes for modeling event arrivals on the intraday market for electricity deliveries in Germany and their use in optimal market maker pricing | |
High-frequency electricity trading empirics, fundamentals, and stochastics | |
Information Premium on Electricity Markets A New Spot-Forward Relationship for non-Storable Underlyings | |
Informationsprämie auf Elektrizitätsmärkten | |
Modélisation financière des risques liés au changement climatique. | |
Pricing and Hedging under High-Dimensional Jump-Diffusion Models using Partial Differential Equations | |
Pricing Energy, Weather and Emission Derivatives under Future Information | |
Random intensity models with an application to intraday electricity markets | |
Risk-neutral valuation pricing and hedging of financial derivatives | |
Robust Risk Management in the Context of Solvency II Regulations | |
Starke Gesetze für gewichtete Summen von Zufallsvariablen | |
Stochastic modells for energy markets | |
Stochastische Modelle für Energiemärkte Statistik, Bewertung und Modellrisiko | |
The structure of credit risk : spread volatility and ratings transitions | |
Taubersätze und starke Gesetze für Potenzreihenverfahren |