Kay Giesecke

Stanford University

Kay Giesecke is an Assistant Professor of Management Science & Engineering at Stanford University. He is on the faculty of Stanford's Financial Mathematics Program. Prior to joining Stanford in 2005, he was with Cornell University's School of Operations Research and Information Engineering.

Kay's research and teaching address the quantitative modeling and estimation of financial risk, in particular credit risk. His research group CreditLab has been funded by grants from JP Morgan, Morgan Stanley, Mizuho, Moody's, Credit Suisse and American Express. He was awarded the Gauss Prize of the German Society for Actuarial and Financial Mathematics in 2003, and is the recipient of the 2007 Stanford Graduate Teaching Award.

Kay has served as a consultant to banks, investment and risk management firms, and governmental agencies in the area of risk management and derivatives valuation and hedging. He is a member of the Scientific Advisory Board of Julius Finance, and serves on the editorial boards of Operations Research, Operations Research Letters, and IIE Transactions.

Articles by Kay Giesecke: