Raum:

R09 R00 H33

Telefon:

+49 (0)201 183-4963

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