Prof. Dr. Gero Junike
Kontakt
Institut für Mathematik (» Postanschrift)
Prof. Dr. Gero Junike
- Financial Mathematics
- Actuarial Mathematics
- Concave Distortion Functions
- Conic Finance
- Limit Order Book Modelling
Lehrveranstaltungen
Wintersemester 2020 / 2021
5.01.880-s
Hauptseminar in Finanzmathematik
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Publikationen
- Junike, G. (2019). Representation of Distortion Risk Measures and Applications, Scandinavian Actuarial Journal , [pdf]
- Junike, G., Arratia, A., Cabaña, A., and Schoutens, W. (2019). American and exotic options in a market with frictions. The European Journal of Finance , [pdf]
- Guillaume, F., Junike, G., Leoni, P., and Schoutens, W. (2018). Implied liquidity risk premia in option markets. Annals of Finance , [pdf]
- Junike, G. and Schoutens, W. (2018). Performance of Advanced Stock Price Models when it becomes Exotic: an Empirical Study, submitted.
- Junike, G. (2019). Advanced Stock Price Models, Concave Distortion Functions and Liquidity Risk in Finance, PhD thesis [pdf]