Recent PhDs
- Realistic modelling of financial derivatives.
Ulrich Keller - Semimartingale modelling in finance.
Jan Kallsen - The generalized hyperbolic model: estimation, financial derivatives, and risk measures.
Karsten Prause - Lévy processes in finance: theory, numerics, and empirical facts.
Sebastian Raible - Lévy processes in credit risk and market models.
Fehmi Özkan - Time-inhomogeneous Lévy processes in interest rate and credit risk models.
Wolfgang Kluge - Applications of semimartingales and Lévy processes in finance : duality and valuation.
Antonis Papapantoleon - Credit risk in Lévy LIBOR modeling: rating based approach.
Zorana Grbac - Feynman-Kac-Darstellungen zur Optionspreisbewertung in Lévy-Modellen.
Kathrin Glau - Generalized hyperbolic distributions: theory and applications to CDO pricing
Ernst August Frhr. v. Hammerstein - Valuation of portfolio credit derivatives and data-based default prediction
Volker Pohl - Credit and liquidity risk in Lévy asset price models
Patrick Bäurer - A multiple-curve Lévy forward rate model in a two-price economy
Christoph Gerhart - Die Edgeworth-Approximation zur Kalibrierung eines Lévy-Hybridmodells unter dem physikalischen Maß
Manuel Polley - Lévy-Hybridmodelle: Modellierung, Bewertung, Kalibrierung
Marcus Rudmann