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Ernst Eberlein Bild 2015 Bild Hans Rudolf Lerche a 2013 Bild Ludger Rüschendorf

Prof Dr. Ernst Eberlein

  • Market and credit risk management
  • Pricing and hedging of derivative products
  • Statistical analysis of financial data
  • Application of Lévy processes in finance

Prof. Dr. Hans Rudolf Lerche

  • Statistics of Stochastic Processes, Sequential Analysis
  • Bayes Statistics
  • Optimal Stopping
  • Boundary Crossing Problems of Stochastic Processes
  • Biometry and Epidemiology
  • Markov processes

Prof. Dr. Ludger Rüschendorf 

  • mass transportation problems, optimal couplings and dependence models
  • stochastic analysis of algorithms
  • financial mathematics
  • statistical analysis of diffusion and Lévy processes with application to financial models
  • optimal stopping problems in point processes
  • risk measures in finance and insurance