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Rüdiger Kiesel · Study
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Author
Rüdiger Kiesel
14 works
· latest 2012
· 5 institutions
cluster: provisional
ORCID 0000-0002-3089-2076
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14
Citations
1,376
Works here
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Most cited in this library
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
2001 · 208 citations
Risk-Neutral Valuation
2004 · 199 citations
The estimation of transition matrices for sovereign credit ratings
2002 · 170 citations
Risk-Neutral Valuation
1998 · 158 citations
Semi-parametric modelling in finance: theoretical foundations
2002 · 120 citations
Works
14 shown
Modeling the Forward Surface of Mortality
SIAM Journal on Financial Mathematics
·
2012
·
2 authors
36
citations
A Critical Empirical Study of Three Electricity Spot Price Models
Energy Economics
·
2011
·
3 authors
·
Open access
108
citations
On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
Astin Bulletin
·
2010
·
2 authors
42
citations
A two-factor model for the electricity forward market
Quantitative Finance
·
2009
·
3 authors
·
Open access
88
citations
Fair valuation of insurance contracts under Lévy process specifications
Insurance Mathematics and Economics
·
2007
·
3 authors
32
citations
A fully parametric approach to return modelling and risk management of hedge funds
Financial markets and portfolio management
·
2006
·
2 authors
·
Open access
31
citations
Risk-neutral valuation of participating life insurance contracts
Insurance Mathematics and Economics
·
2006
·
2 authors
88
citations
Risk-Neutral Valuation
Springer finance
·
2004
·
2 authors
·
book
199
citations
A semi-parametric approach to risk management
Quantitative Finance
·
2003
·
3 authors
47
citations
The structure of credit risk: spread volatility and ratings transitions
The Journal of Risk
·
2003
·
3 authors
49
citations
Semi-parametric modelling in finance: theoretical foundations
Quantitative Finance
·
2002
·
2 authors
120
citations
The estimation of transition matrices for sovereign credit ratings
Journal of Banking & Finance
·
2002
·
3 authors
·
Open access
170
citations
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
·
2001
·
2 authors
208
citations
Risk-Neutral Valuation
Springer finance
·
1998
·
2 authors
·
book
158
citations