Kontakt

  • Postal Address
  • Institut für Numerische Mathematik
  • Universität Ulm
  • 89069 Ulm
  • Germany
  • Sebastian Kestler
  • Helmholtzstraße 20
  • Raum 1.22
  • 89081 Ulm
  • Telefon +49 (0)731 50-23935
  • Telefax +49 (0)731 50-23548
  • Office hours:
  • Tuesday, 12:00-14:00

Dr. Sebastian Kestler

Kontakt

  • Postal Address
  • Institut für Numerische Mathematik
  • Universität Ulm
  • 89069 Ulm
  • Germany
  • Sebastian Kestler
  • Helmholtzstraße 20
  • Raum 1.22
  • 89081 Ulm
  • Telefon +49 (0)731 50-23935
  • Telefax +49 (0)731 50-23548
  • Office hours:
  • Tuesday, 12:00-14:00

Research Interests

  • Adaptive Tensor Product Wavelet Galerkin Methods
  • Numerical Finance

Publications and Preprints

Journal Articles

Conference Proceedings

  • S. Kestler. A Special Multiwavelet Basis for Unbounded Product Domains. In Numerical Mathematics and Advanced Applications, Proceedings of ENUMATH 2011, pages 183-190. Springer, 2013.

Preprints

PhD Thesis

Conferences, Workshops and Talks

  • Workshop: Nonlinear and Adaptive Approximation, Reisensburg, 30.09.2009-03.10.2009
  • Workshop: Numerical Solution of SPDEs, Turin, 10.05.2010-14.05.2010
  • Workshop: Nonlinear Approximation, Marburg, 27.05.2010-28.05.2010
  • Summer school: Sparse Tensor Discretization of High-Dimensional Problem, Zürich, 23.08.2010-27.08.2010
  • Conference: ENUMATH 2013, Lausanne, 26.08.2013-30.08.2013, Talk about On the adaptive tensor product wavelet Galerkin method in view of recent quantitative improvements

Awards

  • Horbach award for an excellent diploma thesis (title: "Wavelet Methods for High-Dimensional Problems in Financial Mathematics")

Teaching

  • Exercises Operations Research II (summer term 2008)
  • Exercises <a href="http://www.mathematik.uni-ulm.de/numerik/teaching/ws09/numfin/">Numerical Finance (winter term 2009/10)</a>
  • Seminar <a href="http://www.uni-ulm.de/mawi/mawi-numerik/lehre/sommersemester-2012/seminar-reduzierte-basis-methoden.html">Reduced Basis Methods (summer term 2012)</a>
  • Exercises <a href="http://www.uni-ulm.de/mawi/mawi-numerik/lehre/wintersemester-20122013/vorlesung-numerik-1.html">Numerik 1 (winter term 2012/13)</a>
  • Seminar <a href="http://www.uni-ulm.de/mawi/mawi-numerik/lehre/sommersemester-2013/seminar-numerical-finance.html">Numerical Finance (summer term 2013)</a>
  • Exercises <a href="http://www.uni-ulm.de/mawi/mawi-numerik/lehre/sommersemester-2013/vorlesung-mathematische-grundlagen-des-compressive-sensing.html">Mathematische Grundlagen des Compressive Sensing (summer term 2013)</a>

Short CV

06/2012 - 09/2013

Teaching assistant at the Institute for Numerical Mathematics.

06/2009 - 05/2012

PhD scholarship in the DFG Research Training Group 1100.


04/2003 - 05/2009

Studies of Mathematics and Economics at the University of Ulm.
Thesis: Wavelet Methods for High-Dimensional Problems in Financial Mathematics.
Degree: Dipl.-Math. oec.


09/2006 - 05/2007

Studies of Informatics, Mathematics and their Applications at the University of La Rochelle (France)
ERASMUS Exchange Program



 

Dr. Sebastian Kestler

Research Interests

  • Adaptive Tensor Product Wavelet Galerkin Methods
  • Numerical Finance

Publications and Preprints

Journal Articles

Conference Proceedings

  • S. Kestler. A Special Multiwavelet Basis for Unbounded Product Domains. In Numerical Mathematics and Advanced Applications, Proceedings of ENUMATH 2011, pages 183-190. Springer, 2013.

Preprints

PhD Thesis

Conferences, Workshops and Talks

  • Workshop: Nonlinear and Adaptive Approximation, Reisensburg, 30.09.2009-03.10.2009
  • Workshop: Numerical Solution of SPDEs, Turin, 10.05.2010-14.05.2010
  • Workshop: Nonlinear Approximation, Marburg, 27.05.2010-28.05.2010
  • Summer school: Sparse Tensor Discretization of High-Dimensional Problem, Zürich, 23.08.2010-27.08.2010
  • Conference: ENUMATH 2013, Lausanne, 26.08.2013-30.08.2013, Talk about On the adaptive tensor product wavelet Galerkin method in view of recent quantitative improvements

Awards

  • Horbach award for an excellent diploma thesis (title: "Wavelet Methods for High-Dimensional Problems in Financial Mathematics")

Teaching

  • Exercises Operations Research II (summer term 2008)
  • Exercises <a href="http://www.mathematik.uni-ulm.de/numerik/teaching/ws09/numfin/">Numerical Finance (winter term 2009/10)</a>
  • Seminar <a href="http://www.uni-ulm.de/mawi/mawi-numerik/lehre/sommersemester-2012/seminar-reduzierte-basis-methoden.html">Reduced Basis Methods (summer term 2012)</a>
  • Exercises <a href="http://www.uni-ulm.de/mawi/mawi-numerik/lehre/wintersemester-20122013/vorlesung-numerik-1.html">Numerik 1 (winter term 2012/13)</a>
  • Seminar <a href="http://www.uni-ulm.de/mawi/mawi-numerik/lehre/sommersemester-2013/seminar-numerical-finance.html">Numerical Finance (summer term 2013)</a>
  • Exercises <a href="http://www.uni-ulm.de/mawi/mawi-numerik/lehre/sommersemester-2013/vorlesung-mathematische-grundlagen-des-compressive-sensing.html">Mathematische Grundlagen des Compressive Sensing (summer term 2013)</a>

Short CV

06/2012 - 09/2013

Teaching assistant at the Institute for Numerical Mathematics.

06/2009 - 05/2012

PhD scholarship in the DFG Research Training Group 1100.


04/2003 - 05/2009

Studies of Mathematics and Economics at the University of Ulm.
Thesis: Wavelet Methods for High-Dimensional Problems in Financial Mathematics.
Degree: Dipl.-Math. oec.


09/2006 - 05/2007

Studies of Informatics, Mathematics and their Applications at the University of La Rochelle (France)
ERASMUS Exchange Program