Dr. Thomas SeiferlingThomas has studied continuous-time recursive utility, with a particular emphasis on the Epstein-Zin parametrization and applications to consumption-portfolio optimization problems. He successfully defended his thesis in 2016.Dr. The Anh Nguyenmulti-curve interest rate modeling. The successfully defended his thesis in 2016.MSc Daniel HoffmannDaniel investigates optimization algorithms in the context of Monte Carlo simulation. He also studies the foundations of continuous-time recursive utility. |