Christoph Knochenhauer – Mathematical Finance

Christoph Knochenhauer

Assistant Professor • Technical University of Munich

Personal Information

Prof. Dr. Christoph Knochenhauer
Technical University of Munich
School of Computation, Information and Technology
Department of Mathematics
Parkring 11
DE-85748 Garching bei München
Germany

Professional Career

since 10/2023

Assistant Professor (W2 Tenure Track) for Mathematical Finance
Technical University of Munich

04/2019 — 09/2023

Junior Professor (W1) for Stochastics and Quantitative Mathematical Finance
Technische Universität Berlin

10/2015 — 03/2019

Research Associate (Postdoc)
Trier University

04/2015 — 09/2015

Research Associate (Postdoc)
University Kaiserslautern-Landau

09/2011 — 03/2015

Ph.D. Student
University Kaiserslautern-Landau and Dublin City University

Third-Party Funding

09/2020 — 09/2024

Berlin-Oxford International Research Training Group: Stochastic Analysis in Interaction
Principal Investigator, Deutsche Forschungsgemeinschaft

Prizes and Awards

01/2018

Joseph A. Schumpeter Prize 2017 (Best Paper Award)
German Central Bank and Trier University

06/2016

Award for Outstanding Scientific Achievements 2016 (Ph.D. Thesis Award)
University Kaiserslautern-Landau Alumni Network

04/2016

Gauss Early Career Prize 2015 (Ph.D. Thesis Award)
German Society for Insurance and Financial Mathematics

10/2011

Prize for Outstanding Diploma Thesis 2011 (Diploma Thesis Award)
Landesbank Baden-Württemberg and University Kaiserslautern-Landau

Organisational Activities

2023

16th German Probability and Statistics Days, Essen
Co-Organizer of the Section on Stochastic Optimazation and Operations Research

2017

Stochastic Models and Control Workshop, Trier
Local Co-Organizer

2015

Stochastic Models and Control Workshop, Kaiserslautern
Local Co-Organizer