Energyforum
Advanced Master Course in Modelling & Management of Energy Risk- Part two
Dusseldorf
Course Leaders
Rüdiger Kiesel, University Duisburg-Essen
Professor Dr. Rüdiger Kiesel heads the chair for “Energy Trading and Financial Services” 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 as Lecturer and Reader for actuarial science and financial mathematics at Birkbeck College, University of London and London School of Economics, where he is still visiting professor. He is also a Visiting Professor at the Center of Applied Mathematics, Oslo University. His main research areas are currently risk management for power utility companies, design and analysis of credit risk models, valuation and hedging of derivatives (interest-rate, credit- and energy-related), methods of risk transfer and structuring of risk (securitization), and the stochastic modelling of financial markets using Lévy-type processes.
Álvaro Cartea, Universidad Carlos III de Madrid
Álvaro Cartea is Visiting Professor at Universidad Carlos III de Madrid. Previously he was Lecturer in Mathematical Finance at Birkbeck, University of London where he founded the Commodities Finance Centre. Álvaro's research interests include energy markets, real option valuation and the pricing and hedging of financial instruments. He holds an MA in Economics and MSc in Financial Mathematics both from The University of Chicago.
