Items where Author is "Kiesel, Rüdiger"

Number of items: 6.
Article
  • 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.
    • Chapter
  • Credit and interest rate risk. Kiesel, Rüdiger and Perraudin, William and Taylor, Alex. P
    • Working paper
  • 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