## Welcome to the Webpage of Â Prof. Denis Belomestny's Â research group

Â Denis Belomestny studied Mathematics and Statistics at the Moscow State University (MSU). After gaining his doctorate in 2002 from the MSU, he embarked on his career in the Institute of Mathematics at the Bonn University where he gained his postdoctoral teaching qualification. During this period, guest visits took him to the Limburg University Center, Weierstrass Institute (WIAS) and Berlin's Humboldt-University. He took up his post as a researcher at WIAS in 2003. In Â 2007 Dr. Belomestny became the head of the German Science Foundation project "Calibration and pricing errors in risk management" (B7) succeeding against tough competition from other worthy projects. In the same year he was offered a Junior Professorship in the Faculty of Economics at Berlin's Humboldt-University, where he taught Statistics of Financial Markets and Advanced Methods of Quantitative Finance.
Dr. Belomestny specialist areas of research are Mathematical and Applied Statistics, Quantitative Finance (Simulation Based Asset Pricing, Calibration of Financial Models) and Stochastics (Affine and L?vy Models, Stochastic Optimization). Dr. Belomestny has also worked as a consultant for the private sector (Landesbank Berlin, Nordbank and WGZ Bank). He contributed to the development of new algorithms for efficient Monte-Carlo pricing of callable and cancellable derivatives implemented in the above banks. Since February 2011 he is the full professor of Applied Stochastics at the Duisburg-Essen University.

Die Klausureinsicht "Zeitreihenanalyse" findet am Freitag, dem 31. August 2018 in der Zeit von 14:00 bis 15:00 Uhr inÂWSC-N-3.30 statt.