Lehrstuhlinhaber
Univ.-Prof. Dr. Denis Belomestny

WSC-W-3.30
Tel.:  +49 201 183-7416
denis.belomestny@uni-due.de


Sekretariat
Nicole Obszanski
 
WSC-W-3.28
Tel.:  +49 201 183-7425
Fax.: +49 201 183-2426
nicole.obszanski@uni-due.de


 
Universit?t Duisburg-Essen
Fachbereich Mathematik
Thea-Leymann-Str. 9
D-45127 Essen


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Arbeitsgruppe

Prof. Dr. D. Belomestny

          (Head)
  • Mathematical Statistics
  • Optimal Stopping
  • Monte Carlo algorithms
  • Financial Mathematics

PD Dr. V. Krštschmer

       
  • Risk measures
  • Mathematical Statistics
  • Riskmanagement
  • Fuzzy sets



Dipl. Math. A. Stephan


  • Calibration of financial models¬†
  • Inverse problems


Dipl. Math.  F.  Dickmann

(Doktorand, SPP 1324)
  • Monte Carlo methods for optimal stopping problems
  • Quasi Monte Carlo methods