Dr. Stefan Jaschke is a member of the research group Stochastic Algorithms and Nonparametric Statistics of the Weierstraß Institut for Applied Analysis and Stochastics and has been affiliated with Humboldt University and the Sonderforschungsbereich 373.
I received my doctorate degree 1997 from Humboldt University Berlin. My background is probability theory, stochastic processes, and stochastic analysis. My research interests included interest rate models, the valuation of financial derivatives, and portfolio optimization under transaction costs. Since about 1998 by interests shifted more to statistics, risk management, integration in high dimensions (Monte-Carlo and quasi-random sequences), and computational complexity.
Weierstraß-Institut für Angewandte Analysis und Stochastik Mohrenstraße 39 10117 Berlin
phone: +49-30-20372-453 fax: +49-30-2044975
your mail reader understands
S/MIME, use encryption by importing
my X.509-certificate, or directly loading the
certificate from TrustCenter.de.