Andreas Griewank

Affiliation: 
Humboldt-Universität zu Berlin
Department of Mathematics

Research Interests:
Numerical optimization
Automated differentiation

Peter Bank

Affiliation:
Technische Universität Berlin
Department of Mathematics

Research Interests:
Mathematical Finance
Pricing and Hedging in Incomplete Markets; Optimal Order Placement

Peter Friz

Affiliation:
Technische Universität Berlin
Department of Mathematics

Research Interests:
Mathematical Finance
Rough Path Theory
Stochastic Volatility Models

Nikolaus Hautsch

Affiliation:
Humboldt-Universität zu Berlin
Department of Economics

Research Interests:
Financial Econometrics
High-Frequency Finance
Hidden Orders and Dark Markets

Ulrich Horst

Affiliation:
Humboldt-Universität zu Berlin
Department of Mathematics

Research Interests:
Applied Mathematical Finance
Dark Markets and Hidden Liquidity
Optimal Order Placement

Martin Keller-Ressel

Affiliation:
Technische Universität Berlin
Department of Mathematics

Research Interests:
Mathematical Finance
Affine Processes
Interest Rate Models

Antonis Papapantoleon

Affiliation:
Technische Universität Berlin
Department of Mathematics
Research Interests
Mathematical Finance
Stochastic Processes
LIBOR Models

John Schoenmakers

Affiliation:
Weierstrass Institut
Research Interests:
Applied Mathematical Finance
LIBOR Modelling and Derivative Pricing
Pricing of Callable Exotic Products