Martin Schweizer

Promotionen


PhD students, English version
Homepage
  1. Jürgen Amendinger (Januar 1999) (via linkedin)
    "Initial Enlargement of Filtrations and Additional Information in Financial Markets"
    TU Berlin

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

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

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

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

  6. Felix Esche (Januar 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 (Juni 2006)
    "Dynamic Valuations in Incomplete Markets"
    ETH Zurich

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

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

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

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

  13. Christoph Czichowsky (Februar 2011) (via linkedin)
    "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 (Juli 2014)
    "Numéraire-Independent Modelling of Financial Markets"
    ETH Zurich

  16. Ariel Neufeld (Mai 2015) (via linkedin)
    "Knightian Uncertainty in Mathematical Finance"
    ETH Zurich

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

  18. Danijel Zivoi (Mai 2017)
    "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

  20. Zhouyi Tan (November 2022) (via linkedin)
    "Dynamic Programming Approaches for the Mean-Variance Portfolio Selection Problem"
    ETH Zurich

  21. David Pires Tavares Martins (Dezember 2023)
    "Aspects of Quadratic Utility: Mean-Variance Hedging in Rough Volatility Models, and CAPM-Type Equilibria"
    ETH Zurich

Letzte Änderung: 21.03.2024 / M. Schweizer