Institute of Mathematical Finance
- 1:
People.- 1.1:
Prof. Dr. Robert Stelzer. - 1.2: Jun.-Prof. Dr. Mikhail Urusov.
- 1.3: Dr. Gerhard Stahl.
- 1.4: Eva Nacca (office).
- 1.5: Stefan Ehrenfried.
- 1.6: Dr. Zywilla Fechner.
- 1.7: Dr. Marc Wittlinger.
- 1.8: Former members.
- 1.1:
- 2: Courses.
- 3: LBBW Trading Room.
- 4: Summer Academy on Advanced Stochastic Methods to Model Risk.
- 5: Workshop Lévy-driven Models.
- 6: MSc Finance.
- 7: Contact.
- 8: The Faculty.
People
Stefan Kassberger, PhD | |
Address: | |
University of Ulm | |
Contact: | |
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Research Interests: | |
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Recent Courses: | |
Winter Term 2007/2008 Summer Term 2007 |
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Recent Working Papers: | |
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Stefan Kassberger
Lévy Finance
Minimal q-Entropy Martingale Measures for Exponential Time-Changed Lévy Processes and within Parametric Classes, with T. Liebmann, 2008