Advised Theses

University of Wuppertal

• Patrick Ngapgou Donfack (July 2024 to February 2025): Advanced Option Pricing and Hedging: A Lévy Process Approach. This Master thesis received an award. (EFF Finance Award 2025)

Karlsruhe Institute of Technology

• Johannes Schuler (August 2021 to March 2022): Mathematical modeling of pandemics with differential equations. Master thesis. (External supervisor.)

• Sebastian Gottheil (October 2020 to February 2021): Credibility theory. Bachelor thesis.

• Christian Saulich (September 2020 to March 2021): Reservation for delayed claims. Bachelor thesis.

Ludwig Maximilian University of Munich

• Pavel Kartsovnik (December 2019 to January 2020): Nonlinear expectations and risk measures. Bachelor thesis.

• Doriane Audrey Nkeng Mbetntang (October 2019 to April 2020): Premium principles and experience rating. Master thesis.

Albert Ludwig University of Freiburg

• Lena Burkhardt (May 2019 to July 2019): The Pólya urn model and its passage times. Bachelor thesis, Bachelor of Education.

• Roman Haak (October 2018 to March 2019): Algebraic structures of stochastic integrals and their applications. Master thesis.

• Lorenz Denk (May 2018 to August 2018): Parameter estimation and pricing in discrete-time financial models. Bachelor thesis.

• Anna Maddux (April 2018 to July 2018): Symmetric random walks and a generalization of the Borel-Cantelli lemma. Bachelor thesis.

• Hang Zhou (January 2018 to July 2018): Vector-valued stochastic integration and applications to financial mathematics. Master thesis.

Leibniz University Hannover

• Tahirivonizaka Rahantamialisoa (April 2012 to February 2017): A unified approach to SPDEs driven by semimartingale fields. PhD thesis.

• Apostolos Sideris (July 2016 to January 2017): Affine processes on symmetric cones. Master thesis.

• Pascal Schoppe (April 2016 to October 2016): Pathwise uniqueness of the solutions to stochastic partial differential equations. Master thesis.

• Kwok-Yin Choi (February 2016 to August 2016): No-Arbitrage concepts in financial market models. Master thesis.

• Waldemar Schäfer (July 2015 to October 2015): Characterizations and extensions of Panjer’s class. Bachelor thesis.

• Gabriele Carulli (May 2015 to November 2015): Functionals of affine processes with applications to finance. Master thesis.

• Sarah Martens (January 2015 to July 2015): The Skorokhod embedding problem. Master thesis.

• Michael Fiedler (October 2014 to April 2015): Markov semigroups and stochastic processes in infinite dimension. Master thesis.

• Johanna Schmidt (September 2014 to March 2015): A trajectorial interpretation of Doob’s martingale inequalities. Master thesis.

• Harald Klingebiel (August 2014 to October 2014): Convergence rates for the Berry-Esseen inequality. Bachelor thesis.

• Pascal Schoppe (May 2014 to August 2014): Deterministic and stochastic evolution equations. Bachelor thesis.

• André Löper (May 2014 to July 2014): Panjer distributions. Bachelor thesis, Bachelor of Education. 

• Sören Schwark (April 2014 to Juny 2014): Regression analysis of the linear dependence of financial data. Bachelor thesis, Bachelor of Education.

• Tim Massel (April 2014 to July 2014): Coupling and uniform ergodicity of discrete Markov chains. Bachelor thesis.

• Martin Sanojca (February 2014 to May 2014): Bonferroni inequalities. Bachelor thesis.

• Apostolos Sideris (November 2013 to February 2014): Characteristic functions and infinitely divisible distributions. Bachelor thesis.

• Henry Wegener (November 2013 to May 2014): Almost everywhere convergence of sequences of operators and its connection to modern and classical ergodic theory. Master thesis.

• María Óskarsdóttir (October 2013 to April 2014): On the uniqueness of solutions to stochastic differential equations. Master thesis.

• Gabriele Carulli (October 2013 to November 2013): Option pricing in exponential Lévy models. Bachelor thesis.

• Sarah Klünder (October 2013 to December 2013): Bivariate exponential distributions. Bachelor thesis, Bachelor of Education.

• Johanna Schirmer (October 2013 to December 2013): Markov chains with finite state space. Bachelor thesis, Bachelor of Education.

• Nikolas Nüsken  (August 2013 to February 2014): The stochastic wave equation. Master thesis.

• Tina Kolodinski (July 2013 to September 2013): Geometric characterizations of arbitrage free financial models. Bachelor thesis, Bachelor of Education.

• Patrick Kiedrowski (May 2013 to July 2013): The laws of large numbers. Bachelor thesis, Bachelor of Education.

• Florian Modler (June 2012 to September 2012): Invariant manifolds and foliations for stochastic partial differential equations and random dynamical systems. Master thesis.

• Dirk Skowasch (May 2012 to November 2012): Lévy processes in financial mathematics. Diploma thesis.

Vienna University of Technology

• Piet Porkert (August 2010 to February 2011): On weak solutions to SDEs in Hilbert spaces. Diploma thesis. (External supervisor.)

Ludwig Maximilian University of Munich

• Yong Shang (August 2007 to February 2008): Heath-Jarrow-Morton model with square root volatility. Diploma thesis. (Co-supervised student of Prof. Filipović.)