Dr Rudiger Kiesel

2002

Co-author

• Kiesel, Rüdiger; Perraudin, W.; Taylor, A. 'Credit and Interest Rate Risk.' In Risk Management: Value at Risk and Beyond. Edited by Dempster, M. A. H.; Moffat, H. K. Cambridge University Press, 2002, pp. 129-144.
   
  

2001

Sole author

• Kiesel, Rüdiger. 'Nonparametric Statistical Methods and the Pricing of Derivative Securities.' Journal of Applied Mathematics and Decision Sciences 6, no. 1 (2001), pp. 1-22.
   
  

Co-author

• Kiesel, Rüdiger; Bingham, N. H. 'Hyperbolic and Semi-parametric Models in Finance.' In Disordered and Complex Systems. Edited by Sollich, P.; Coolen, A. C. C.; Hughston, L. P.; Streater, R. F. American Institute of Physics, 2001, pp. 275-280.
   
  
• Kiesel, Rüdiger; Bingham, N. H. 'Modelling Asset Returns with Hyperbolic Distributions.' In Asset Return Distributions. Edited by Knight, J.; Satchell, S. Butterworth-Heinemann, 2001, pp. 1-20.
   
  

2000

Co-author

• Kiesel, Rüdiger; Schmid, B. 'Aspekte der stochastischen Modellierung von Ausfallwahrscheinlichkeiten in Kreditportfoliomodellen.' In Kreditrisikomanagement. Edited by Oehler, A. Schäffer-Poeschel Verlag, 2000.
   
  
• Kiesel, Rüdiger; Perraudin, W.; Taylor, A. 'Estimating Volatility for Long Holding Periods.' In Measuring Risk in Complex Systems. Edited by Härdle, W.; Frauke, J.; Stahl, G. Springer, 2000.
   
  
• Kiesel, Rüdiger; Stadtmüller, U. 'Large Deviations for Weighted Sums of Independent Identically Distributed Random Variables.' Journal of Mathematical Analysis and Applications 251, no. 2 (2000), pp. 929-939.
   
  

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