Ruediger Kiesel
Ruediger Kiesel
Professor for Energy Trading, University Duisburg-Essen, Germany
Verified email at uni-due.de
Title
Cited by
Cited by
Year
Risk-neutral valuation: Pricing and hedging of financial derivatives
NH Bingham, R Kiesel
Springer Science & Business Media, 2013
7272013
Pricing forward contracts in power markets by the certainty equivalence principle: explaining the sign of the market risk premium
FE Benth, Á Cartea, R Kiesel
Journal of Banking & Finance 32 (10), 2006-2021, 2008
1932008
Pricing forward contracts in power markets by the certainty equivalence principle: explaining the sign of the market risk premium
FE Benth, Á Cartea, R Kiesel
Journal of Banking & Finance 32 (10), 2006-2021, 2008
1932008
Semi-parametric modelling in finance: theoretical foundations
NH Bingham, R Kiesel
Quantitative Finance 2 (4), 241-250, 2002
1362002
Risk-neutral valuation of participating life insurance contracts
D Bauer, R Kiesel, A Kling, J Ruß
Insurance: Mathematics and Economics 39 (2), 171-183, 2006
992006
Risk-neutral valuation of participating life insurance contracts
D Bauer, R Kiesel, A Kling, J Ruß
Insurance: Mathematics and Economics 39 (2), 171-183, 2006
972006
A critical empirical study of three electricity spot price models
FE Benth, R Kiesel, A Nazarova
Energy Economics 34 (5), 1589-1616, 2012
912012
A two-factor model for the electricity forward market
R Kiesel, G Schindlmayr, RH Börger
Quantitative Finance 9 (3), 279-287, 2009
872009
Modelling asset returns with hyperbolic distributions
NH Bingham, R Kiesel
Return Distributions in Finance, 1-20, 2001
502001
On the risk-neutral valuation of life insurance contracts with numerical methods in view
D Bauer, D Bergmann, R Kiesel
ASTIN Bulletin: The Journal of the IAA 40 (1), 65-95, 2010
432010
Fair valuation of insurance contracts under Lévy process specifications
S Kassberger, R Kiesel, T Liebmann
Insurance: Mathematics and Economics 42 (1), 419-433, 2008
402008
Cross‐commodity analysis and applications to risk management
R Börger, Á Cartea, R Kiesel, G Schindlmayr
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009
39*2009
Modeling the forward surface of mortality
D Bauer, FE Benth, R Kiesel
SIAM Journal on Financial Mathematics 3 (1), 639-666, 2012
372012
Cross‐commodity analysis and applications to risk management
R Börger, Á Cartea, R Kiesel, G Schindlmayr
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009
352009
A fully parametric approach to return modelling and risk management of hedge funds
S Kassberger, R Kiesel
Financial markets and portfolio management 20 (4), 472-491, 2006
342006
An empirical study of the information premium on electricity markets
FE Benth, R Biegler-König, R Kiesel
Energy Economics 36, 55-77, 2013
332013
An empirical study of the information premium on electricity markets
FE Benth, R Biegler-König, R Kiesel
Energy Economics 36, 55-77, 2013
332013
Pricing CO2 permits using approximation approaches
G Grüll, R Kiesel
Available at SSRN 1527378, 2009
252009
Dynamic credit portfolio modelling in structural models with jumps
R Kiesel, M Scherer
Preprint, Universität Ulm, 2007
232007
General Nörlund transforms and power series methods
R Kiesel
Mathematische Zeitschrift 214 (1), 273-286, 1993
231993
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Articles 1–20