Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Rudiger Kiesel"'
This book combines academic research and practical expertise on alternative assets and trading strategies in a unique way. The asset classes that are discussed include: credit risk, cross-asset derivatives, energy, private equity, freight agreements,
Autor:
Martin Hellmich, Rudiger Kiesel
Mastering climate change has been recognised as a major challenge for the current decade. Besides the physical risks of climate change, the accompanying economic risks are substantial. Carbon Finance: A Risk Management View provides an in-depth analy
Autor:
Nicholas H. Bingham, Rudiger Kiesel
Written by Nick Bingham, Chairman and Professor of Statistics at Birkbeck College, and Rüdiger Kiesel, an'up-and-coming'academic, Risk Neutrality will benefit the Springer Finance Series in many ways. It provides a valuable introduction to Mathemati
Autor:
Silke Glas, Rüdiger Kiesel, Sven Kolkmann, Marcel Kremer, Nikolaus Graf von Luckner, Lars Ostmeier, Karsten Urban, Christoph Weber
Publikováno v:
Journal of Mathematics in Industry, Vol 10, Iss 1, Pp 1-17 (2020)
Abstract As an extension of (Progress in industrial mathematics at ECMI 2018, pp. 469–475, 2019), this paper is concerned with a new mathematical model for intraday electricity trading involving both renewable and conventional generation. The model
Externí odkaz:
https://doaj.org/article/fd84ac3b27134a88bdb3667f5a4a83ef
Publikováno v:
Energies, Vol 13, Iss 17, p 4501 (2020)
This paper investigates the intraday electricity pricing of 15-min. contracts in night hours. We tailor a recently introduced econometric model with fundamental impacts, which is successful in describing the pricing of day contracts. Our estimation r
Externí odkaz:
https://doaj.org/article/abce224238e84d1fb6f82e1bca78ca5e
Publikováno v:
Risks, Vol 4, Iss 3, p 32 (2016)
In the aftermath of the financial crisis, it was realized that the mathematical models used for the valuation of financial instruments and the quantification of risk inherent in portfolios consisting of these financial instruments exhibit a substanti
Externí odkaz:
https://doaj.org/article/aeadf0cecf144629a0028292f8ddb97c