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:
- Utility maximization under risk constrains and incomplete information for a market with a change point. Applied Mathematical Finance, 24(5): 451-484, 2017
- Portfolio optimization under shortfall risk constraint (with Q. Li). Optimization, 65(9): 1733-1755, 2016
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:
- 11. Doktorandentreffen Stochastik 2015 Berlin, August 05-07
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
News
- Klausurergebnisse Analysis I*
- Wei Xu awarded AvH Fellowship
- Computer, klüger als der Mensch?
- Das vergessene Werkzeug der Ökonomie
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