Main focus

Stochastic financial mathematics
Portfolio optimization, especially in models with partial information and bounded shortfall risk
Actuarial mathematics
Differential equations with random parameters and applications, e.g., random oscillations, heat conduction in random media

This website uses cookies. There are two types of cookies: The first type supports the basic functionality of our website. The second allows us to improve our content for you by saving and analyzing pseudonymised user data. Since this second type is technically not required to run the website, you can withdraw your consent to those cookies at any time. For more information please visit our pages on data protection.

Mandatory

These cookies are needed for a smooth operation of our website.

Statistic

For statistical reasons, we use the platform Matomo to analyse the user flow with the help of website users‘ pseudonymised data. This allows us to optimize website content.

Name	Purpose	Lifetime	Type	Provider
_pk_id	Used to store a few details about the user such as the unique visitor ID.	13 months	HTML	Matomo
_pk_ref	Used to store the attribution information, the referrer initially used to visit the website.	6 months	HTML	Matomo
_pk_ses	Short lived cookie used to temporarily store data for the visit.	30 minutes	HTML	Matomo