Martin Schweizer

PhD students

Promotionen, deutsche Version


  1. Jürgen Amendinger (Januar 1999)
    "Initial Enlargement of Filtrations and Additional Information in Financial Markets"
    TU Berlin

  2. Frank Döberlein (Januar 1999)
    "On Term Structure Models Generated by Semimartingales"
    TU Berlin

  3. Thorsten Rheinländer (July 1999)
    "Optimal Martingale Measures and their Applications in Mathematical Finance"
    TU Berlin

  4. Thomas Møller (June 2000)
    "Quadratic Hedging Approaches and Indifference Pricing in Insurance"
    University of Copenhagen

  5. Dirk Becherer (October 2001)
    "Rational Hedging and Valuation with Utility-Based Preferences"
    TU Berlin

  6. Felix Esche (January 2004) (via linkedin)
    "Two Essays on Incomplete Markets"
    TU Berlin

  7. Urs Gruber (September 2004)
    "Convergence of Binomial Large Investor Models and General Correlated Random Walks"
    TU Berlin

  8. Susanne Klöppel (June 2006)
    "Dynamic Valuations in Incomplete Markets"
    ETH Zurich

  9. Giuliana Bordigoni (May 2007)
    "Stochastic Control and BSDEs in a Robust Utility Maximization Problem with an Entropic Penalty Term"
    Politecnico di Milano

  10. Johannes Wissel (December 2007) (via linkedin)
    "Arbitrage-free Market Models for Liquid Options"
    ETH Zurich

  11. Christoph Frei (September 2009)
    "Exponential Utility Indifference Valuation: Correlation, Semimartingales, BSDEs, Convergence"
    ETH Zurich

  12. Marcel Nutz (September 2010)
    "Optimal Consumption and Investment with Power Utility"
    ETH Zurich

  13. Christoph Czichowsky (February 2011)
    "Mean-Variance Portfolio Optimisation: Trading Constraints and Time Consistency"
    ETH Zurich

  14. Christian Reichlin (November 2012) (via linkedin)
    "Non-concave Utility Maximization: Optimal Investment, Stability and Applications"
    ETH Zurich

  15. Martin Herdegen (July 2014)
    "Numéraire-Independent Modelling of Financial Markets"
    ETH Zurich

  16. Ariel Neufeld (May 2015)
    "Knightian Uncertainty in Mathematical Finance"
    ETH Zurich

  17. Sebastian Herrmann (February 2016)
    "Beyond Black and Scholes: Uncertainty Aversion, Delta-Vega Hedging, and Bubbles and Crashes"
    ETH Zurich

  18. Danijel Zivoi (May 2017) (via linkedin)
    "Quadratic Hedging Problems Under Restricted Information"
    ETH Zurich

  19. Dániel Ágoston Bálint (April 2020) (via linkedin)
    "Towards a Discounting-Invariant No-Arbitrage Theory"
    ETH Zurich

Last update: 17.08.2020 / M. Schweizer