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.

• curriculum vitae
• lecture on risk management
• publications
• selected working papers
• consulting

Address

        Weierstraß-Institut für Angewandte Analysis und Stochastik
        Mohrenstraße 39
        10117 Berlin


phone:  +49-30-20372-453
fax:    +49-30-2044975
    

mail: stefan@jaschke.net

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Personal Information

hobbies

... just in case you want to know a bit about what I do in my spare time.

Desiree, Chris Robin

... my children.

WWW-Links

My personal "portal".