Team:
Prof. Dr. Rüdiger Kiesel
- Position:
- Lehrstuhlinhaber
- Raum:
- R09 R00 H33
- Telefon:
- work +49 (0)201 183-4963
- Fax:
- fax +49 (0)201 183-4974
- E-Mail:
- ruediger.kiesel (at) uni-due.de
- Sprechstunde:
- Nach Vereinbarung
Forschungsgebiete:
- Valuation and risk management of credit related (derivative) securities (Credit derivatives, collateralized debt obligations, exotic credit portfolio derivatives)
- Valuation of Energy derivatives, risk management for utilities
- Application of methods from financial mathematics in insurance (valuation of guarantees, longevity risk, solvency II)
- Interest rate modelling, LIBOR models, Valuation of exotic interest rate derivatives