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Institutes

Institute of Stochastics

Dr. Tamara Göll

Dr. Tamara Göll

Photo of Tamara Göll

Dr. Tamara Göll

$Office hour for students$ By arrangement
$Building$ Kollegiengebäude Mathematik (20.30)
$Room$ 2.014
$Tel.$ 0721 608 46967
tamara.goell@kit.edu

Karlsruher Institut für Technologie (KIT)
Institut für Stochastik
Englerstraße 2
76131 Karlsruhe

Publications

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 .

Talks

Oberseminar Stochastik und Finanzmathematik (2024), CAU Kiel, Talk (invited talk): Competitive portfolio optimization.

Workshop on Stochastic Models and Control (2024), Graz, Talk: Nash equilibria for relative investors under (non)linear price impact.

Workshop on Stochastic Dynamic Games and Related Topics (2023), Kiel, Talk: Nash equilibria for relative investors under linear price impact.

16th German Probability & Statistics Days (2023), Essen, Talk: Nash equilibria for relative investors under linear price impact.

Junior female researchers in Probability (2022), Berlin, Talk: Nash equilibria for relative investors via no-arbitrage arguments.

13th International Workshop on Stochastic Models and Control (2022), Travemünde, Talk: Nash equilibria for relative investors via no-arbitrage arguments.

German Probability & Statistics Days Mannheim (2021), online, Talk: Nash Equilibria in a Portfolio Optimisation Problem under a Relative Performance Criterion.

Current List of Courses
Semester	Titel	Typ
Winter Semester 2024/25	Einführung in die Stochastik	Lecture
	Grundlagen der Wahrscheinlichkeitstheorie und Statistik für Studierende der Informatik	Lecture
Summer Semester 2024	Continuous Time Finance	Lecture
	Einführung in die Stochastik für das Lehramt	Lecture
Winter Semester 2023/24	Grundlagen der Wahrscheinlichkeitstheorie und Statistik für Studierende der Informatik	Lecture
	Rechnergestützte Übungen zur Statistik für Studierende der Biologie (Modul 15)	Lecture
		Proseminar
Summer Semester 2023	Brownsche Bewegung	Lecture
	Finanzmathematik in stetiger Zeit	Lecture