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Projects funded by DFG and others:

  • Insurance linked to Financial Markets: Theory & Applications (DFG)
  • Dynamische Modellierung von Unsicherheiten in der Finanzmathematik (DFG), together with Christa Cuchiero, Irene Klein and Josef Teichmann.
  • New Approaches to Defaultable Term Structure Models (DFG)
  • Impulse Control Problems and Adaptive Numerical Solution of Quasi-Variational Inequalities in Markovian Factor Models (DFG, with Prof. Dr. Roland Herzog)
  • Filtering techniques in the modeling, pricing and hedging of interest rate and credit risk (finished, DFG - with Prof. Rüdiger Frey)
  • Support for international scientific events: 13. Stochastik Tage Freiburg, 2018.


Participating Scientist in the GRK 597:  Analysis, Geometry and their Connection with the Natural Sciences, DFG (2000-2009)

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