Martin Schweizer


PhD students, English 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 (Juli 1999)
    "Optimal Martingale Measures and their Applications in Mathematical Finance"
    TU Berlin

  4. Thomas Møller (Juni 2000)
    "Quadratic Hedging Approaches and Indifference Pricing in Insurance"
    Universität Kopenhagen

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

  6. Felix Esche (Januar 2004)
    "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 Zürich

  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)
    "Arbitrage-free Market Models for Liquid Options"
    ETH Zürich

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

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

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

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

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

  16. Ariel Neufeld (Mai 2015)
    "Knightian Uncertainty in Mathematical Finance"
    ETH Zürich

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

Letzte Änderung: 12.04.2017 / M. Schweizer