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Institute of Stochastics

Secretariat
Allianz-Gebäude (05.20)
Room 5A-23 und 5A-22

Address
Karlsruher Institut für Technologie
Institut für Stochastik

Kaiserstraße 89
D-76133 Karlsruhe

Postadresse:
D-76128 Karlsruhe

Office hours:
Mo-Fr 10:00 - 12:00

Tel.: +49 721 608 43270/43265

Fax.: +49 721 608 46066

Advised PHD

Viola Riess: Gasspeicherbewertung: Strukturelle Analyse und Algorithmen. Karlsruhe 2014.

Dominik Joos: Interbank Lending in a Generalized Walras Equilibrium. Karlsruhe 2013.

Zejing Li: Optimal portfolios in Wishart Models and effects of discrete rebalancing on portfolio distribution and strategy selection. Karlsruhe 2012.

Jonathan Ott: A Markov decision model for a surveillance application and risk-sensitive Markov Decision processes. Karlsruhe 2010.

Robin Pfeiffer: State price density models for the term structure of interest rates. Karlsruhe 2010. (GAUSS-Award for young talents 2010)

Anja Blatter: Optimal control and dependence modeling of portfolios with Levy dynamics. Karlsruhe 2009. (2.SCOR-Award 2009)

André Mundt: Dynamic risk management with Markov decision processes. Karlsruhe 2007. (GAUSS-Award 2007)

Mirko Kötter: Optimal investment in time-inhomogeneous Poisson models. Hannover 2006.