Emeriti

Prof Dr. Ernst Eberlein

• Market and credit risk management
• Pricing and hedging of derivative products
• Statistical analysis of financial data
• Application of Lévy processes in finance

Prof. Dr. Hans Rudolf Lerche

• Statistics of Stochastic Processes, Sequential Analysis
• Bayes Statistics
• Optimal Stopping
• Boundary Crossing Problems of Stochastic Processes
• Biometry and Epidemiology
• Markov processes

Prof. Dr. Ludger Rüschendorf

• Mass transportation problems, optimal couplings and dependence models
• Stochastic analysis of algorithms
• Financial mathematics
• Statistical analysis of diffusion and Lévy processes with application to financial models
• Optimal stopping problems in point processes
• Risk measures in finance and insurance