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


  • 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: 


d-fine: job opportunities

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