RUDIGER KIESEL, ETC – ALTERNATIVE INVESTMENTS & STRATEGIES

In a unique way, this book combines academic research and practical expertise on alternative assets and trading strategies. Credit risk, cross-asset derivatives, energy, private equity, freight agreements, alternative real assets, and socially responsible investments are some of the asset classes discussed. The coverage on trading and investment strategies is directed at portfolio insurance, especially constant proportion portfolio insurance and constant proportion debt obligation strategies.

There is a sample chapter.

Chapter 1: Socially Responsible Investments.

Contents:

There are alternative investments.

S Hro et al. are Socially Responsible Investments.

Private Equity in a Portfolio Context.

W Mader wrote about alternative real assets in a portfolio context.

R Kiesel and P Scherer wrote The Freight Market and Its Derivatives.

On forward price modeling in power markets.

B Gtz et al. wrote about pricing certificates under issuer risk.

Credit instruments are used for asset allocation.

S Hcht et al. are involved in cross asset portfolio derivatives.

There are alternative strategies.

Dynamic Portfolio Insurance Without Options.

Portfolio insurance strategies are good. S Balder and A Mahayni.

Portfolio insurances are either truth or illusion. E Joossens and W Schoutens.

On the benefits of robust asset allocation.

There is a robust asset allocation under model risk.

Semi-Static Hedging Strategies for Exotic Options.

J Kallsen and his co-workers studied the effects of time variability and optimal hedging.

Advanced undergraduates and graduate students in finance and mathematical finance. Portfolio selection and investment decisions are made by practitioners of the financial industry.

The University Duisburg-Essen has a chair for energy trading and financial services. He was the Director of the Institute for Mathematical Finance at the University of Ulm. He is still a Visiting Professor at the London School of Economics, where he worked as a Lecturer and Reader for actuarial science and financial mathematics. He is a Visiting Professor at the Center of Applied Mathematics. His main areas of research are design and analysis of credit risk models, valuation and hedging of derivatives, methods of risk transfer and structuring of risk, and risk management for power utility companies. He is a co-author of a monograph. Professor Kiesel consults with financial institutions and regulators on credit and energy risk management.

The HVB-Institute for Mathematical Finance has a senior researcher. He holds a doctorate from the University of Ulm and teaches courses in mathematical finance. His research focuses on credit-risk modelling and dependence concepts.

The Director of the Center of Mathematics and Head of the Institute for Mathematical Finance at TUM is Rudi Zagst. He is the President of risklab germany, a company that offers advanced asset management solutions. He is a consultant and a professional trainer. His research interests include financial engineering, credit risk modelling and quantitative asset management. He was the Managing Director of the Private Research Institute for Financial Studies, as well as the head of the Product Development group in the Institutional Investment Management at Hypovereinsbank. The magazine Unicum Beruf in Germany awarded him the title of Professor of the Year 2007, for linking practice and education in an outstanding way. He is a co-author of the books Zu nah an der Sonne and Interest Rate Management with Springer Finance. He obtained a PhD in Natural Sciences from the University of Ulm.

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