Items where Author is "Kiesel, Rüdiger"

Article

Kiesel, Rüdiger and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2008) A note on the survival probability in CreditGrades. Journal of Credit Risk, 4 (2). ISSN 1744-6619

Kiesel, Rüdiger (2001) Nonparametric statistical methods and the pricing of derivative securities. Journal of Applied Mathematics and Decision Sciences, 6 (1). pp. 1-22. ISSN 1173-9126

Kiesel, Rüdiger and Stadtmüller, Ulrich (2000) A large deviation principle for weighted sums of independent identically distributed random variables. Journal of Mathematical Analysis and Applications, 251 (2). pp. 929-939. ISSN 0022-247X

Book Section

Kiesel, Rüdiger, Perraudin, William and Taylor, Alex. P (2002) Credit and interest rate risk. In: Dempster, Michael Alan Howarth, (ed.) Risk Management: Value at Risk and Beyond. Cambridge University Press, Cambridge; New York, pp. 129-144. ISBN 9780521781800

Monograph

Blasberg, Alexander, Kiesel, Rüdiger and Taschini, Luca ORCID: 0000-0001-5355-1736 (2023) Carbon default swap – disentangling the exposure to carbon risk through CDS. CCCEP Working Paper (416). Centre for Climate Change Economics and Policy, London, UK.

Blasberg, Alexander, Kiesel, Rüdiger and Taschini, Luca ORCID: 0000-0001-5355-1736 (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, London, UK.