Dirk Brandes

Address:

Ulm University
Institute of Mathematical Finance
Helmholtzstraße 18, Room 1.61
89069 Ulm, Germany

Contact:

Phone

Email  

Office Hours

+49 (0)731 / 50-23654

Dirk Brandes

Please make an appointment via email.

Courses:

Winter Term 2017/2018
Summer Term 2017
Winter Term 2016/2017

Summer Term 2016

Winter Term 2015/2016

Summer Term 2015

Winter Term 2014/2015

  • Financial Mathematics I
  • DAV Supplement
  • Statistics of Financial Data

Thesis:

  • Strikt stationäre CARMA-Prozesse, Master Thesis, TU Braunschweig 2014, supervisor Prof. Dr. Alexander Lindner.
  • Stationäre Lösungen von AR(1) Gleichungen mit zufälligen Koeffizienten, Bachelor Thesis, TU Braunschweig 2012, supervisor Prof. Dr. Alexander Lindner.

Publications:

  • Brandes, D.-P. (2017). Continuous time autoregressive moving average processes with random Lévy coefficients. ALEA 14, 219-244.
  • Brandes, D.-P. and Lindner, A. (2014). Non-casual strictly stationary solutions of random recurrence equations. Statist. Probab. Lett. 94, 113-118.

Conferences:

  • Workshop on Lévy Processes and Time Series: In Honour of Peter Brockwell and Ross Maller, September 11-15, 2017, Ulm, Germany. (Talk)
  • 31st European Meeting of Statistician, July 24-28, 2017, Helsinki, Finland. (Talk)
  • 4th International Workshop on Probability, Analysis and Geometry, September 26-30, 2016, Moscow, Russia. (Talk)
  • 8th International Conference on Lévy Processes, July 25-29, 2016, Angers, France.
  • Satellite Summer School to the 8th International Conference on Lévy Processes, July 18-22, 2016, Lille, France. (Talk)
  • Workshop on Extreme Value and Time Series Analysis, March 21-23, 2016, Karlsruhe, Germany. (Poster)
  • 12th German Probability and Statistics Days, March 01-04, 2016, Bochum, Germany. (Talk)
  • 3rd Workshop on Analysis, Geometry and Probability, September 28 - October 2, 2015, Ulm, Germany.
  • Workshop on Lévy Processes and their Applications, May 28-29, 2015, Mannheim, Germany.