Bennet Ströh

Courses

Summer term 2020

• Stochastic Analysis
• Financial Mathematics 2
• Elements of Statistical Learning

Winter term 2019/2020

• Financial Mathematics I
• DAV Supplement

Summer term 2019

• Stochastic Analysis
• Financial Mathematics II
• Angewandte Stochastik I

Winter term 2018/2019

• Ökonometrie
• Angewandte Stochastik   II

Summer term 2018

• Stochastic Analysis
• Financial Mathematics II

Publications

• Curato, I., Stelzer, R. and Ströh, B. (2020):
  Central Limit Theorems for Stationary Random Fields under Weak Dependence with Application to Ambit and Mixed Moving Average Fields
  submitted for publication, pdf-file

 

Thesis

• Weak dependence properties of mixed moving average fields, Master Thesis, Ulm University 2018, supervisor: Prof. Dr. Robert Stelzer
• Nonparametric Estimation of the Kernel Function of Alpha Stable Stochastic Integrals in Higher Dimensions, Bachelor Thesis, Ulm University 2016, supervisor: Prof. Dr. Evgeny Spodarev

 

Conference

• Risk and Statistics, 2nd ISM-UUlm Joint Workshop, October 08-10, 2019, Ulm, Germany. (Talk)
• European Meeting of Statisticians 2019, July 22-26, 2019, Palermo, Italy. (Talk)
• Conference on non-stationarity, June 04-06, 2018, Cergy-Pontoise, France.

Address

Ulm University
Institute of Mathematical Finance
Helmholtzstraße 18, Room 2.28
89081 Ulm, Germany

Contact

Phone: +49 (0)731 / 50-23557

e-mail: Bennet Ströh

Office hours:   Please make an appointment via e-mail.