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Dr. Kreuser has conducted research on innovations in bubble models. Developed new techniques for rational bubble models in forecasting the size, probability, and timing of crashes and rebounds. Developed methods and models to mitigate the impact of crashes on portfolios, to advantage rallies, and to improve portfolio returns optimally.
World Bank experience:
He has held several positions at the World Bank during the period from 1974-1998 including head of Modeling Support for Finance and Projects and the head of the Quantitative Analysis Consulting Group, which he initiated. He led a project, funded by the World Bank Research Committee, for developing and applying state-of-the-art tools for asset/liability management in developing countries for central banks and ministries of finance.
University of Illinois – Champagne (2014 Fall). Guest Professor for the course on “Stochastic programming models in Finance” for the Master of Science in Financial Engineering.
George Washington University (1982-1998). Adjunct Full Professor of Operations Research. Taught Applications of Linear and Nonlinear Optimization in Economics and Finance and setup modeling lab.
International workshops and talks (1996-present). Regularly prepares and presents workshops/talks on the theory, application, and innovations in financial and economic modeling.
Ph.D. in Mathematical Programming/Numerical Analysis, Masters in Analysis, and B.A. with Honors in Mathematics from the University of Wisconsin.