Sandrine Gümbel

I am a PhD student in the group of Thorsten Schmidt. Prior to that I got my MSc. in mathematics from the university of Freiburg. I completed my MSc. thesis about utility optimization and utility indifference pricing (advisor: Ludger Rüschendorf).    


Research subjects (Forschungsgebiete)

  • Dynamic term structure modelling
  • Credit risk modelling
  • Multiple curve modelling


Teaching (Lehre)


Office hour (Sprechstunde)

Tuesday 9 am-11 am or by arrangement

(Di 9-11 und nach Vereinbarung per Email)



Abteilung für Mathematische Stochastik
Albert-Ludwigs-Universität Freiburg
Ernst-Zermelo-Straße 1
79104 Freiburg i. Br. (Germany)

Office: Zimmer 223
Tel: +49 - 761 - 203 - 5670
E-Mail: sandrine[dot]guembel[at]stochastik.uni-freiburg[dot]de

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