This presentation was recorderd during Summer Camp 2022.
Rüdiger Kiesel heads the chair for “Energy Trading and Financial Services” and is Executive Director of the “House of Energy Markets and Finance” at the University Duisburg-Essen. Previously he has been Director of the Institute for Mathematical Finance at the University of Ulm. He also held positions for actuarial science and financial mathematics at Birkbeck College, University of London, the London School of Economics (full-time and visiting), and the Department of Mathematics at the University of Oslo (as a Visiting Professor). He is member of the board of several academic associations.
His main research areas are quantitative climate finance, modeling of electricity markets, valuation and hedging of derivatives (interest-rate, credit- and energy-related), risk management for financial and energy-related institutions, and methods of risk transfer and structuring of risk (securitization).
He is Co-author of the monographs “Carbon Finance”, “Risk-Neutral Valuation” and has written more than seventy published research papers. He is a frequent speaker at international conferences and organized several conferences, summer schools, and practitioner seminars. Professor Kiesel also consults financial institutions, utilities and regulators on (carbon, creditand energy-) risk management, derivative pricing models and asset allocation.