Finanzmathematik und Computational Physics
Prof. Dr. Detlef Lehmann
Vita
- 1990: Diplom, Uni Bonn
- 1995: Promotion, ETH Zürich
- 1996: Post-Doc, IAS Princeton
- 1997: Post-Doc, UBC Vancouver
- 1998-2004: Habilitation, TU Berlin
- 2004-2013: Financial Engineer ("Quant"), HVB/UniCredit, München
- seit 2014: Professor, HSRM
Lehre
Forschung und Projekte
- The Dynamics of the Hubbard Model through Stochastic Calculus and Girsanov Transformation (Int. Journal of Theoretical Physics 63, 139, 2024)
- slides