Prof. Dr. Thilo Meyer-Brandis

Summer Term 2024:

• Finanzmathematik III / Fixed Income Markets and Credit Derivatives
• Advanced Topics in Mathematical Finance (Forschungsseminar)
• Versicherungsmathematisches Kolloquium
• Oberseminar Finanz- und Versicherungsmathematik

Winter Term 2023/24:

• Finanzmathematik II / Stochastic Calculus and Arbitrage Theory in Continuous Time
• Advanced Topics in Mathematical Finance (Forschungsseminar)
• Versicherungsmathematisches Kolloquium
• Oberseminar Finanz- und Versicherungsmathematik

• Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs in arbitrary moments
  Kalinin, A. , Meyer-Brandis, T. , Proske, F. ,
  Preprint, 2022 [arXiv]
• Detecting asset price bubbles using deep learning
  Biagini, F. , Gonon, L. , Mazzon, A. , Meyer-Brandis, T. ,
  Preprint, 2022 [arXiv]
• Supplement to “Liquidity based modeling of asset price bubbles via random matching”
  Biagini, F. , Mazzon, A. , Meyer-Brandis, T. , Oberpriller, K. ,
  Preprint, 2022
• Strong solutions of mean-field SDEs with irregular expectation functionals in the drift
  Bauer, M. , Berti, L. , Meyer-Brandis, T. ,
  Preprint, 2022 [arXiv]
• Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach
  Kalinin, A. , Meyer-Brandis, T. , Proske, F. ,
  Preprint, 2021 [arXiv]

For more Publications & Preprints see Publications