Peter Bank - Homepage

Foto MA

Deutsche Bank-Stiftungsprofessur für Finanzmathematik

Contact

Quantitative Products Laboratory

Mailing Address:
Technische Universität Berlin
Institut für Mathematik, Sekr. MA 7-1
Straße des 17. Juni 136
D-10623 Berlin
Germany
Office: MA 702
E-mail: myfamilyname@math.tu-berlin.de
Tel: +49-30-314-22816
Fax: +49-30-314-24413

Secretary:
Jean Downes, MA 728, +49-30-314-24882

I am also a Scientific Director of Quantitative Products Laboratory (QP Lab).
The QP Lab is a joint venture of Deutsche Bank AG as sponsor, Humboldt Universität and Technische Universität Berlin .
We are working on problems arising at the interface of theory and practice in Mathematical Finance, closely collaborating with the Global Markets Equity division of Deutsche Bank AG. Please see the QP Lab’s webpage for further details.

Personal

Teaching

Research interests: Mathematical Finance, Stochastic Analysis, Optimization, Probability
Research Projects: Quantitative Products Laboratory , IRTG Stochastic Models of Complex Processes
Publications
Curriculum Vitae

WS 09/10: Seminar on Stochastic Finance
First meeting: Fr, 23.10., 14:00 in MA 721
SS 09: Course on Mathematical Finance II
Oral Exams: October 16, 2009

Seminars, Workshops etc.

News

Job offers at QP Lab: We are always looking for excellent Postdocs. Please see our webpage for further information.