Angewandte Finanzmathematik

Personen

01/2025 - 12/2028	Optimal dynamic contracting, enforcement, and ambiguity
10/2024 - 03/2029	IGRK 2544 / 2: Stochastische Analysis
10/2024 - 06/2028	Rough Analysis, Stochastic Dynamics and Related Fields
10/2024 - 06/2028	CRC / TRR 388 Rough Analysis, Stochastic Dynamics and Related Fields,B02 "Microstructural foundations of rough volatility models"
10/2024 - 06/2028	CRC / TRR 388 Rough Analysis, Stochastic Dynamics and Related Fields,TP B04 "Mean field games, rough analysis and optimal trading"
10/2024 - 06/2028	CRC / TRR 388 Rough Analysis, Stochastic Dynamics and Related Fields,B05 "Rough analysis in stochastic control"
10/2024 - 06/2028	Rough Analysis, Stochastic Dynamics and Related Fields
10/2022 - 09/2025	Sachmittel- u. Betreuungskostenzuschuss Forschungsstipendium Takashi Sato
05/2021 - 12/2027	Stipendien BMS 2021
01/2021 - 12/2024	SFB/TRR 190 Rationality and Competition - The Economic Performance of Individuals and Firms, TP B02 Optimal dynamic contracting, enforcement, and ambiguity
04/2020 - 09/2024	IGRK 2544/1: Stochastische Analysis in Interaktion
10/2018 - 09/2020	Humboldt-Forschungsstipendium für Postdoktoranden (Forschungskostenzuschuss)
02/2018 - 01/2020	Optimierung in Finanzmärkten
01/2017 - 12/2020	SFB-TRR 190/1: Optimale dynamische Verträge (TP B02)
06/2015 - 08/2015	Sponsoring 11. Doktorandentreffen Stochastik 2015 Berlin
01/2009 - 12/2016	SFB 649/2: Verbriefung und Gleichgewichts-Risikotransfer (TP A 11)