Dr. Tamara Göll
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Nach Vereinbarung
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Kollegiengebäude Mathematik (20.30)
2.014
0721 608 46967
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tamara.goell@kit.edu
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Karlsruher Institut für Technologie (KIT)
Institut für Stochastik
Englerstraße 2
76131 Karlsruhe
Preprints
- N. Bäuerle, T. Göll, A. Jaśkiewicz (2025), Yet Another Distributional Bellman Equation, arXiv Link
- N. Bäuerle, T. Göll (2025), Relative portfolio optimization via a value at risk based constraint, arXiv Link
Veröffentlichungen
- N. Bäuerle, T. Göll (2024), Nash equilibria for relative investors with (non)linear price impact, Mathematics and Financial Economics, Link
- N. Bäuerle, T. Göll (2023), Nash equilibria for relative investors via no-arbitrage arguments, Mathematical Methods of Operations Research, Link.
- T. Göll, D. Hug (2022), On a game of chance in Marc Elsberg's thriller "GREED", Mathematische Semesterberichte, Link | Code.
Dissertation
- T. Göll (2023), "Expected Utility Maximization for Competitive Agents", doi.org/10.5445/IR/1000167954 .
Vorträge
- 17th German Probability & Statistics Days, Dresden, Vortrag: Competitive portfolio optimization via a value-at-risk based constraint.
- Oberseminar Stochastik und Finanzmathematik (2024), CAU Kiel, Vortrag (eingeladen): Competitive portfolio optimization.
- Workshop on Stochastic Models and Control (2024), Graz, Vortrag: Nash equilibria for relative investors under (non)linear price impact.
- Workshop on Stochastic Dynamic Games and Related Topics (2023), Kiel, Vortrag: Nash equilibria for relative investors under linear price impact.
- 16th German Probability & Statistics Days (2023), Essen, Vortrag: Nash equilibria for relative investors under linear price impact.
- Junior female researchers in Probability (2022), Berlin, Vortrag: Nash equilibria for relative investors via no-arbitrage arguments.
- 13th International Workshop on Stochastic Models and Control (2022), Travemünde, Vortrag: Nash equilibria for relative investors via no-arbitrage arguments.
- German Probability & Statistics Days Mannheim (2021), online, Vortrag: Nash Equilibria in a Portfolio Optimisation Problem under a Relative Performance Criterion.
Aktuelles Lehrangebot
| Semester | Titel | Typ |
|---|---|---|
| Wintersemester 2024/25 | Einführung in die Stochastik | Vorlesung |
| Grundlagen der Wahrscheinlichkeitstheorie und Statistik für Studierende der Informatik | Vorlesung | |
| Sommersemester 2024 | Continuous Time Finance | Vorlesung |
| Einführung in die Stochastik für das Lehramt | Vorlesung | |
| Wintersemester 2023/24 | Konvexe Mengen und Funktionen | Proseminar |
| Sommersemester 2023 | Brownsche Bewegung | Vorlesung |
| Finanzmathematik in stetiger Zeit | Vorlesung |