Kiesel, Rüdiger

Number of items: 7.
Article
  • Kiesel, Rüdiger, Veraart, Luitgard A. M. (2008). A note on the survival probability in CreditGrades. Journal of Credit Risk, 4(2).
  • Kiesel, Rüdiger (2001). Nonparametric statistical methods and the pricing of derivative securities. Journal of Applied Mathematics and Decision Sciences, 6(1), 1-22. https://doi.org/10.1155/S1173912602000019
  • Kiesel, Rüdiger, Stadtmüller, Ulrich (2000). A large deviation principle for weighted sums of independent identically distributed random variables. Journal of Mathematical Analysis and Applications, 251(2), 929-939. https://doi.org/10.1006/jmaa.2000.7176
    • Chapter
  • Kiesel, Rüdiger, Perraudin, William, Taylor, Alex. P (2002). Credit and interest rate risk. In Dempster, M. A. H. (Ed.), Risk Management: Value at Risk and Beyond (pp. 129-144). Cambridge University Press.
    • Working paper
  • Blasberg, Alexander, Kiesel, Rüdiger, Taschini, Luca (2024). Carbon default swap – disentangling the exposure to carbon risk through CDS. (Grantham Research Institute on Climate Change and the Environment Working Papers 391). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science. picture_as_pdf
  • Blasberg, Alexander, Kiesel, Rüdiger, Taschini, Luca (2023). Carbon default swap – disentangling the exposure to carbon risk through CDS. (CCCEP Working Paper 416). Centre for Climate Change Economics and Policy. picture_as_pdf
  • Blasberg, Alexander, Kiesel, Rüdiger, Taschini, Luca (2023). Carbon default swap – disentangling the exposure to carbon risk through CDS. (Grantham Research Institute on Climate Change and the Environment Working Papers 391). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science. picture_as_pdf