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within Rüdiger Kiesel Remove this filter Quantitative Finance Remove this filter Statistics for Business, Management, Economics, Finance, Insurance Remove this filter

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    Chapter

    Sensitivity analysis of credit portfolio models

    To assess the riskiness of credit-risky portfolios is one of the most challenging tasks in contemporary finance. The decision by the Basel Committee for Banking Supervision to allow sophisticated banks to use ...

    Rüdiger Kiesel, Torsten Kleinow in Applied Quantitative Finance (2002)

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    Chapter

    Electricity Options and Additional Information

    Electricity markets feature a non-storable underlying, which implies the break down of traditional cash-and-carry arguments as well as the well-known spot-forward relationship. We introduce the notion of infor...

    Fred E. Benth, Richard Biegler-König, Rüdiger Kiesel in Quantitative Energy Finance (2014)