Paulwin Graewe

Short CV: 
  • 04/2017 Dr. rer. nat. in Mathematics, Humboldt-Universität zu Berlin
  • since 01/2017 Postdoc position at Humboldt-Universität zu Berlin
  • since 10/2014 Member of the Department Board
  • 10/2012–03/2014 Lecturer at HTW Berlin
  • 04/2012–03/2015 d-fine PhD Fellow "Optimization in Financial Markets"
  • 10/2011–12/2016 Member of the CRC 649 Economic Risk
  • 07/2011 Diplom in Mathematics at FU Berlin
  • 09/2007 Vordiplom in Mathematics at Heidelberg University
Major Research Interests: 
  • stochastic control
  • backward equations with singular terminal condition
  • optimal order execution (liquidation)
Selected Presentations: 
  • 4th Young Researchers Meeting on BSDEs, Nonlinear Expectations and Mathematical Finance, Shanghai, April 23–27, 2018
  • Financial Mathematics Seminar, Department of Operations Research and Financial Engineering, Princeton University, October 18, 2017
  • Berlin-Princeton-Singapore Workshop on Quantitative Finance, Singapore, June 29–July 1, 2015
  • 10. Doktorandentreffen Stochastik 2014, Halle (Saale), August 6–8
  • ASC-IMS 2014 Sydney, July 7–10: Invited Session on "Applications of stochastic control to high frequency financial markets"
  • BFS 8th World Congress 2014 Brussels, June 2–6: Contributed talk to section "Trading and trading strategies"
  • First Berlin-Singapore Workshop on Quantitative Finance and Financial Risk, Berlin, May 21–24, 2014
  • ICMS Workshop on "New Trends in Computational Finance and Related Topics", Edinburgh, April 24–25, 2014
  • 11th GPSD 2014 Ulm, March 4–7: Contributed talk to section "Stochastic Optimization and Operations Research"
  • HIM Workshop "Stochastic Optimization – Models and Algorithms", Bonn, May 27–29, 2013
Organized Workshops & Conferences: 

Johann von Neumann-Haus
House 1 – Room 232
Rudower Chaussee 25
D-12489 Berlin

e-Mail Adress: 

d-fine: job opportunities

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