Prof. Dr. Mitja Stadje
Prof. Dr.&)uni-ulm.de
Room: Helmholtzstrasse 20 1.50
Phone: (+49)731/50-31186
Fax: (+49)731/50-31188
Prof. Dr. Mitja Stadje
Sprechstunde
By email appointment.
Further information can be found on my .
Employment & Education History
Tilburg University
- tenured Associate Professor, November 2014
- Assistant Professor (tenure track), September, 2010
- Department of Econometrics and Operations Research
Eurandom, Technical University of Eindhoven
- Postdoctoral Fellow, starting July, 2009
- Multivariate Risk Modelling Group
- Department of Mathematics and Computer Sciences
Princeton University
- PhD: May 2009
- Department of Operations Research and Financial Engineering
- Advisor: Professor Patrick Cheridito
- Graduate School Fellowship
- Master of Arts: July 2007
Current Research Interests
- Optimal Control Theory and its Applications in Insurance and Finance
- Dynamic Mortality Modelling
- Axiomatization and Aggregation of Risk Measures in Time-Consistent and Market-Consistent Directions
- Portfolio Selection and Valuations in Incomplete Markets
- Levy Processes and their Applications in Finance and Insurance
- Optimal Entry and Exit decisions and the Pricing of American Options
- Hedging under Endogenous Market Impacts
Publications
See my webpage