Kay Giesecke

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Kay Giesecke is an Associate Professor of Management Science & Engineering and the Paul Pigott Faculty Scholar in the School of Engineering. He is on the faculty of Stanford's Financial Mathematics Program.

Kay's research addresses the quantification and management of financial risks, especially the risk of default (credit risk). He is particularly interested in: the stochastic modeling, valuation and hedging of credit risks, the development of statistical tools to estimate and predict these risks, and the methods for solving the significant computational problems that arise in this context.