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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
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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
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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
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