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Ernst Eberlein

eberlein.jpg

 

Research subjects

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


 

NEW

Mathematical Finance, Ernst Eberlein, Jan Kallsen
Springer Finance, Springer (2019)
doi:10.1007/978-3-030-26106-1

 

Curriculum Vitae

Here is a CV (pdf)
List of Publications (pdf)
For downloading of publications see subpage ‚Recent Publications'

 

Address: 

Department of Mathematical Stochastics
University of Freiburg
Ernst-Zermelo-Strasse 1
Room 229
D - 79104 Freiburg
 
Tel: +49-761-203-5660
Fax: +49-761-203-5661
E-Mail: eberlein[at]stochastik[dot]uni-freiburg.de