Fields of Activity / Competences
- Market price risk measurement and valuation of derivatives in the energy sector
- Liquidity risk in the energy sector
- Methods and key figures for risk management
- Theoretical foundations and financial mathematical applications of Lévy processes
- Hinderks, W.:
Factor Models & Electricity Markets: Modelling Mean Reversion and Spikes.
Masterthesis, Technische Universität Kaiserslautern, (2016)