Items where Author is "Kiesel, Rüdiger"
Number of items: 6.
Carbon default swap – disentangling the exposure to carbon risk through CDS.
Blasberg, Alexander and Kiesel, Rüdiger and Taschini, Luca
picture_as_pdf
Carbon default swap – disentangling the exposure to carbon risk through CDS.
Blasberg, Alexander and Kiesel, Rüdiger and Taschini, Luca
picture_as_pdf
Credit and interest rate risk.
Kiesel, Rüdiger and Perraudin, William and Taylor, Alex. P
Nonparametric statistical methods and the pricing of derivative securities.
Kiesel, Rüdiger
A large deviation principle for weighted sums of independent identically distributed random variables.
Kiesel, Rüdiger and Stadtmüller, Ulrich
A note on the survival probability in CreditGrades.
Kiesel, Rüdiger and Veraart, Luitgard A. M.