Rüdiger Kiesel heads the chair for "Energy Trading and Financial Services" at the University Duisburg-Essen. Previously he has been Director of the Institute for Mathematical Finance at the University of Ulm. He also held positions as Lecturer and Reader for actuarial science and financial mathematics at Birkbeck College, University of London and London School of Economics, where he is still visiting professor. He is also a Visiting Professor at the Center of Applied Mathematics, Oslo University.
His main research areas are currently risk management for power utility companies, design and analysis of credit risk models, valuation and hedging of derivatives (interest-rate, credit- and energy-related), methods of risk transfer and structuring of risk (securitization), and the stochastic modelling of financial markets using Lévy-type processes.
He is Co-author of the Springer Finance monograph Risk-Neutral Valuation (now in its second edition) and has written more than forty published research papers. He is a frequent speaker at international conferences and organized several practitioner seminars. Professor Kiesel also consults financial institutions and regulators on (credit- and energy-) risk management, derivative pricing models and asset allocation
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