Login

Dr. Felix Naujokat

Short CV: 
  • June 2007: Diplom in Mathematics (Humboldt University)
  • July 2007 - August 2011: PhD Student (Humboldt University and Quantitaitive Products Laboratory)
  • September 2011 - present: Norddeutsche Landesbank Girozentrale

 

Major Research Interests: 
  • Derivative Valuation under market impact
  • Hedging and optimization in limit order markets

 

Publications: 
  • Illiquidity and Derivative Valuation; Working Paper (with Ulrich Horst)

 

Selected Presentations: 
  • Illiquidity and Derivative Valuation; EBIM Doctoral Workshop; Bielefeld University (12/08)

 

Organized Workshops & Conferences: 
  • Workshop on Mathematical Finance for Young Researchers; Oktober 6/7, 2008.

 

Quantitative Products Laboratory

c/o MBE, Postfach 302
Rosa-Luxemburg-Straße 15
10178 Berlin

e-Mail Adress: 
LastName.FirstName[at]db.com

News

d-fine: job opportunities

d-fine continuously offers job opportunities for students and university graduates, both internships and permanent positions. Please use the following Link if you are curious to learn more about working in the exciting field of quantitative finance consultancy.