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Items where Author is "Kiesel, Rüdiger"

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Kiesel, Rüdiger and Veraart, Luitgard A. M. (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

This list was generated on Mon Aug 26 04:14:22 2019 BST.