Prof. Dr. Detlef Lehmann | Finanzmathematik und Computational Physics
General:
Room:
A-Süd, Raum A131
Email:
Detlef.Lehmann(at)hs-rm.de
Phone:
06142 898-4465
Postal Address:
Postfach 3251
65022 Wiesbaden
Address:
Am Brückweg 26
65428 Rüsselsheim
Hours:
nach Vereinbarung
Current Teaching
SS 2025
Data Analysis with R
Mathematics for Economists III
Financial Mathematics II
WS 2024/25
Financial Mathematics with Excel/VBA
Business Mathematics III
Dynamics of Particles and Fields
Research
The Dynamics of the Hubbard Model through Stochastic Calculus and Girsanov Transformation (Int. Journal of Theoretical Physics 63, 139, 2024)
slides
CV
1990: Diplom, Uni Bonn
1995: PhD, 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
since 2014: Professor, HSRM