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Oliver Janke

Short CV: 
  • 10/2013 - present: PhD Fellowship, Foundation of German Business (sdw)
  • 02/2013 - present: Reviewer for Zentralblatt MATH
  • 04/2012 - present: PhD Student, Humboldt-Universität zu Berlin
  • 03/2012: Diploma in Business Mathematics, Universität Leipzig
  • 06/2009: Bachelor of Science in Mathematics, Leibniz Universität Hannover
  • 06/2005: Abitur (general qualification for university entrance), Gymnasium Langenhagen

Teaching:
.....................................................................................................................................................................................

  • SS 2016: Stochastics I, Tutorial, Humboldt-Universität zu Berlin
  • WS 2015/16: Analysis III, Tutorial, Humboldt-Universität zu Berlin
  • WS 2015/16: Stochastics (BA), Tutorial, Humboldt-Universität zu Berlin
  • SS 2015: Stochastics I, Tutorial, Humboldt-Universität zu Berlin
  • WS 2014/15: Mathematical Finance I, Tutorial, Humboldt-Universität zu Berlin
  • WS 2013/14: Stochastics (BA), Tutorial, Humboldt-Universität zu Berlin
  • SS 2013: Stochastics I, Tutorial, Humboldt-Universität zu Berlin
  • WS 2012/13: Linear Algebra I, Tutorials, Humboldt-Universität zu Berlin
  • SS 2012: Linear Algebra II*, Tutorial, Humboldt-Universität zu Berlin
  • WS 2007/08 - SS 2009: Mathematics for Economists, Tutorials, Leibniz Universität Hannover

 

Major Research Interests: 
  • Financial Mathematics
  • Dynamic Portfolio Optimization
  • Backward Stochastic Differential Equations
  • Convex Risk Measures
Publications: 
Selected Presentations: 
  • 12th GPSD 2016 Bochum, March 01-04: Contributed talk to section "Finance, Insurance, Risk: Modeling"
  • 10. Doktorandentreffen Stochastik 2014 Halle, August 06-08: Contributed talk to section "Stochastic Optimal Control"
Organized Workshops & Conferences: 

Humboldt-Universität zu Berlin
Department of Mathematics
Unter den Linden 6
D-10099 Berlin

Office:
Johann von Neumann-Haus
House 1, Room 1.232

Rudower Chausee 25
D-12489 Berlin

Consultation:
on appointment

Phone: 
+ 49 30 2093 1713
e-Mail Adress: 
janke [at] math.hu-berlin.de

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