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Prof. Ralf Wunderlich

BTU Cottbus – Senftenberg; Germany

Stochastic Optimal Control and Financial Mathematics

Prof.Wunderlich is a Full Professor of Financial Mathematics at the Brandenburgische Technische Universität Cottbus – Senftenberg (Germany). His fields of interests are:
– Stochastic finance, portfolio optimization, insurance mathematics;
– Differential equations containing random parameters, random vibrations, heat propagation in random media;
– Weakly correlated random functions;
– Stationary solutions of random differential equations with polynomial nonlinearities;
– Model reduction for large-scale systems of differential equations and
– Statistics for grouped observations.

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