# Dr. Tolulope Rhoda Fadina

**Grant**

Carl-Zeiss-Stiftung (fellowship) for Postdoctoral Researcher (2017)

Dr. Tolulope Rhoda Fadina ist seit dem October (2016) Postdoktorandin in Prof Thorsten Schmidt Arbeitsgruppe.

April 2016-September 2016, I was a Postdoctoral fellow at ETH Zurich in Prof Josef Teichmann working group.

June 2015-March 2016, I was a Postdoctoral fellow in Prof Thorsten Schmidt working group.

## Addesse

Abteilung für Mathematische Stochastik

Albert-Ludwigs University of Freiburg

Ernst-Zermelo-Straße 1

Zimmer 224

79104 Freiburg i. Br. (Germany)

Tel: +49-761-203-5671

E-Mail: tolulope.fadina@stochastik.uni-freiburg.de

## Office Hour

Office hours by arrangement.

**Teaching **

Wintersemester 2015\2016 - Nonlinear Expectation, G-Brownian motion and Risk measures.

Wintersemester 2016\2017 - Stochastic Partial Differential Equation

**Current research topics**

- Defaultable term structure model
- Knightian Uncertainty
- Nonstandard analysis
- The theory of G-expectation and its financial application

- Fundamental Theorems of Asset Pricing

**Publications**

Nonlinear affine processes. Tolulope Fadina, Thorsten Schmidt, Ariel Neufeld (In progress).

Ambiguity in defaultable term structure models. Tolulope Fadina, Thorsten Schmidt (arXiv)

Hyperfinite construction of G-expectation, Fadina T, Herzberg F (Submitted).

Nonstandard analysis for G-Stochastic calculus

Fadina TR (2015)

Bielefeld: Bielefeld University.

Hyperfinite construction of G-expectation

Fadina T, Herzberg F (2015)

Center for Mathematical Economics Working Papers, 540. Bielefeld: Center for Mathematical Economics.

Weak approximation of G-expectation with discrete state space

Fadina T, Herzberg F (2014)

Center for Mathematical Economics Working Papers, 503. Bielefeld: Universität Bielefeld.

**Talks in conferences, workshops and summer schools **

African Institute for Mathematical Sciences, Ghana: Nonlinear affine processes, 24 January 2018.

Freiburg-Wien-Zürich seminar in Mathematical Finance: Nonlinear affine processes, 18-19 September 2017.

6th International Mathematics in Finance 2017 Conference (Kruger park, South Africa): Nonlinear affine processes, 8-12 August, 2017**.**

Freiburg-Karlsruhe seminar in financial mathematics (Karlsruhe Institute of Technology): Robust Defaultable Term Structure Models, 21 July, 2017.

Robust Methods in Probability and Finance (ICERM Brown University, Providence USA): Robust Defaultable Term Structure Models, 19-23 June, 2017.

Young Researcher Workshop on Robust Mathematical Finance (ETH Zürich, Switzerland): Defaultable Term Structure Model under Ambiguity, 26-28 April, 2017.

Imperial ETH Workshop on Mathematical Finance 2016 (ETH Zürich, Switzerland): Credit risk and Good deal bounds under ambiguity, 26-28, September, 2016.

Vienna Congress on Mathematical Finance (Vienna Austria): Credit risk and Good deal bounds under ambiguity, 12-14 September, 2016.

5^{th} Berlin Workshop on Mathematical Finance for Young Researchers (Berlin Germany): Credit risk with ambiguity on the default intensity, 03, June, 2016.

ETH Zürich (Swiss Federal Institute of Technology): Credit risk with ambiguity on the default intensity, 04, February, 2016.

Abteilung für Mathematische Stochastik Albert-Ludwigs-Universität Freiburg (Germany): *A Review of the G-expectation and Nonstandard measure theory*, 08, 22, 24, August, 2015.

Universitaet Bielefeld (International Graduate College, Stochastic and Real World models):* A lifting theorem for sublinear expectation*, April 24, 2015.

University of Science and Technology China: China-Germany conference in Stochastic analysis, Hefei:* Hyperfinite Construction of G-expectation,* September 28, 2014.

Bielefeld Graduate School in Theoretical Science: Summer School; Model Uncertainty in Economics and Finance-Advances in Stochastic Calculus: *Nonstandard Construction of G-expectation,* July 17, 2014.

Universitaet Bielefeld (International Graduate College, Stochastic and Real World models): Seminar; *Weak approximation of G-expectation on a finite-state space*, November 13, 2013

Universitaet Bielefeld (Center for Mathematical Economics): Seminar: *Weak approximation of G-expectation*, November 26, 2013.

Universitaet Bielefeld (Center for Mathematics Economics-Working group): Seminar: *A Nonstandard approach to Option Pricing*, February 4, 2013.

European Women in Mathematical Science, Universitaet Bielefeld: Conference: Conference of the German Chapter of the European Women in Mathematics (November 2, 2012).* Poster-Presentation*.

Chinese Academy of Science, Beijing, China: Exchange program; Collaboration with the Beijing-Bielefeld Internationales Graduiertenkolleg (IGK) Stochastic and Real World models: *An introduction to the G-Stochastic calculus*, July 20-August 18, 2012.

**Grants**

Carl-Zeiss Stiftung (fellowship) for Postdoctoral Researcher (2017)

Young researchers grant, University’s Rektorat (governing body) through the Bielefelder Nachwuchsfonds, Bielefeld University, Germany (2014).

Scholarship for Ph.D., International Graduate College, Stochastic and Real World Models (DFG), Germany (2011).

Half Bursary Scholarship for Master's program, Stellenbosch University, South-Africa (2010).

Half Bursary Scholarship for Master's program, African Institute for Mathematical Sciences, South-Africa (2010).

Africa 2010: A Game plan for a winning Continent; One of the top 80 Africa students that met The Global Elders: Nobel Peace Laureate (2010).

Scholarship for Post Graduate Diploma in Mathematical Sciences, African Institute for Mathematical Sciences, South-Africa (2009).

Vice Chancellor Prize for Best graduating student, Department of Mathematics, University of Ilorin, Nigeria (2007).