Rüdiger Kiesel

from Wikipedia, the free encyclopedia

Rüdiger Kiesel (born October 31, 1962 in Aschach (Bad Bocklet) ) is a German mathematician and university professor. His work focuses on financial mathematics with a view to financial derivatives and risk management .

Career

Kiesel studied mathematics and business mathematics at the University of Ulm and completed his master's degree in mathematics at Syracuse University during a stay abroad . He then did his doctorate with Ulrich Stadtmüller , before joining the Cologne Re in 1990 . After a year he returned to the scientific business and completed his habilitation in 1995 on the boundary behavior of random variables.

In October 1996, Kiesel accepted the call from Birkbeck College at the University of London and also worked as a lecturer at the London School of Economics . In 2002 he returned to Germany and took over the chair for financial mathematics at Ulm University. There he was also director of the Institute for Financial Mathematics. In 2009 he moved to the University of Duisburg-Essen , where he took over the newly introduced chair for energy trading and financial services.

As part of his research and teaching activities, Kiesel particularly focuses on the valuation of derivatives. This concerns the development, analysis and risk management of energy, interest and credit derivatives, as well as corresponding options and guarantees in insurance contracts. His book on risk-neutral assessment, written in collaboration with Nicholas Bingham and published in the first edition in 1998, is considered a standard work. In the 1990s he also dealt with probability theory , particularly in collaboration with Stadtmüller .

Individual evidence

  1. ↑ mba-studium.net: "Rüdiger Kiesel appointed professor for energy trading and financial services" ( Memento of the original from July 2, 2010 in the Internet Archive ) Info: The archive link was automatically inserted and not yet checked. Please check the original and archive link according to the instructions and then remove this notice. @1@ 2Template: Webachiv / IABot / www.mba-studium.net

Web links

personal data
SURNAME Kiesel, Rudiger
BRIEF DESCRIPTION German mathematician and university professor
DATE OF BIRTH October 31, 1962
PLACE OF BIRTH Aschach (Bad Bocklet)