Ruediger Kiese
Ruediger Kiesel (born 31 October 1962) is a German mathematician who works as a Full Professor for Energy Trading and Finance at the University of Duisburg-Essen.[1]
His research focuses on financial mathematics, especially the valuation, modeling, and risk management of financial and energy derivatives.
Biography
Born in Aschach (Bad Bocklet), Germany, in 1962, Ruediger Kiesel gradudated in mathematics from the University of Ulm and Syracuse University before earning a PhD in mathematics from the University of Ulm in 1990.[2] Following, he worked for a year in insurance at Cologne Re. In 1995 he completed his habilitation on limit behavior of random variables.
In October 1996 he accepted a call from Birbeck College at the University of London and worked as a lecturer at the London School of Economics. He returned to the University of Ulm in 2002 by taking the chair for financial mathematics. Since 2009 he has been Professor for energy trading and finance at the University of Duisburg-Essen.[3][4]
His research focuses on financial mathematics, in particular on the valuation, modeling, and risk management of financial and energy derivatives. This includes energy, interest rate, and credit derivatives, as well as options and guarantees in insurance contracts. In the 1990s, he worked extensively on probability theory, partly in collaboration with Ulrich Stadtmüller. In more recent years, his research also includes the quantitative analysis of climate-related risks and their implications for financial markets.[1] With Nicholas H. Bingham, he wrote the book Risk neutral valuation; [5] with Martin Hellmich Carbon Finance.[6]
His scientific work comprises several dozen publications and has been cited over 3,700 times in total.[7]
- ↑ 1.0 1.1 "Prof. Dr. Rüdiger Kiesel". lef.wiwi.uni-due.de (in Deutsch). Retrieved 2026-02-04.
- ↑ Kiesel, Ruediger (1990). "Mathematics Genealogy Project".
- ↑ Andrea Klemann (11.08.2009). "Brückenschlag zur Praxis" (in DEU). Westdeutsche Allgemeine Zeitung. Retrieved 2026-02-04. Check date values in:
|date=(help)CS1 maint: Unrecognized language (link) - ↑ "Rüdiger Kiesel zum Professor für Energiehandel und Finanzdienstleistungen berufen". www.mba-studium.net (in Deutsch). Archived from the original on 2010-07-02. Retrieved 2026-02-04.
- ↑ Bingham, Nicholas H.; Kiesel, Rüdiger (2004). "Risk-Neutral Valuation". Springer Finance. doi:10.1007/978-1-4471-3856-3. ISBN 978-1-84996-873-7. ISSN 1616-0533.
- ↑ Hellmich, Martin; Kiesel, Rüdiger (2021). Carbon Finance. www.worldscientific.com. doi:10.1142/q0325. ISBN 978-1-80061-101-6. Retrieved 2026-02-11. Search this book on
- ↑ "Rüdiger Kiesel". scholar.google.com. Retrieved 2026-02-04.
Weblinks
- Literature by and about Ruediger Kiese in the German National Library catalogue
- Rüdiger Kiesel in zbMATH
- Rüdiger Kiesel on the website of University of Duisburg-Essen
Einzelnachweise
[[:Category:Men]] [[:Category:1962 births]] [[:Category:German people]] [[:Category:Academics of the University of London]] [[:Category:Academic staff of the University of Ulm]] [[:Category:21st-century mathematicians]] [[:Category:20th-century mathematicians]]
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