Profile of Wieger Hinderks

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

 

Publications

Major Publications

• Hinderks, W.:
  Factor Models & Electricity Markets: Modelling Mean Reversion and Spikes.
  Masterthesis, Technische Universität Kaiserslautern, (2016)