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  • Professor | Applied Financial Mathematics
    Control and Optimization 54 2 946 963 2016 Ulrich Horst Jinniao Qiu Qi Zhang Equilibrium in incomplete markets under translation invariant preferences Mathematics of Operations Research 41 1 174 195 2016 Patrick Cheridito Ulrich Horst Michael Kupper Traian Pirvu Feasibility and individual rationality in two person Bayesian games International Journal of Game Theory 45 1 11 36 2016 Francoise Forges Ulrich Horst Antoine Salomon Optimal order display in limit order markets with liquidity competition Journal of Economic Dynamics and Control 58 81 100 2015 Gökhan Cebiroglu Ulrich Horst A Non Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions SIAM J Control and Optimization to appear Paulwin Graewe Ulrich Horst Jinniao Qiu When to Cross the Spread Trading in Two Side Limit Order Books SIAM J Financial Mathematics 5 1 278 315 2014 Ulrich Horst Felix Naujokat Forward backward systems for expected utility maximization Stochastic Processes and Their Applications 124 1813 1848 2014 Ulrich Horst Ying Hu Peter Imkeller Anthony Reveillac Jianing Zhang Continuous equilibrium in affine and information based capital asset pricing models Annals of Finance 9 4 725 755 2013 with Michael Kupper Andrea Macrina Christoph Mainberger Efficiency and Equilibria in Games of Optimal Derivative Design Mathematics and Financial Economics 5 4 269 297 2011 with Santiago Moreno Bromberg On derivatives with illiquid underlying and market manipulation Quantitative Finance 11 7 1051 1066 2011 with Felix Naujokat On securitization market completion and equilibrium risk transfer Mathematics and Financial Economics 2 4 211 252 2010 with Traian Pirvu and Goncalo Dos Reis Dynamic systems of social interactions Journal of Economic Behavior and Organization 73 158 170 2010 A limit theorem for systems of social interactions to appear in Journal of Mathematical Economics with Jose Scheinkman Risk minimization and optimal derivative design in a Principal Agent game Mathematics and Financial Economics 2 1 27 2008 with Santiago Moreno Bromberg Queuing social interactions and the microstructure of financial markets Macroeconomic Dynamics 12 211 233 2008 with Christian Rothe On non ergodic asset prices Economic Theory 34 207 234 2008 with Jan Wenzelburger On the spanning property of risk bonds priced by equilibrium Mathematics of Operations Research 32 4 784 807 2007 with Matthias Mueller Queuing theoretic approaches to financial price fluctuations Handbook of Financial Engineering ed J Birge and V Linetsky 2007 with E Bayraktar and R Sircar Ergodicity and non ergodicity in economics The New Palgrave Dictionary of Economics 2nd Edition ed L Blume S Durlauf 2007 Stochastic Cascades Credit Contagion and Large Portfolio Losses Journal of Economic Behavior and Organization 63 25 54 2007 Internet Supplement A limit theorem for financial markets with inert investors Mathematics of Operations Research 31 789 810 2006 with E Bayraktar and R Sircar Equilibria in Systems of Social Interactions Journal of Economic Theory 130 44 77 2006 with Jose Scheinkman Rational Expectations equilibria of economies with local interactions Journal of Economic Theory 127 74 116 2006 with Alberto Bisin and Onür Özgür A simple model of trading climate risk Vierteljahrshefte zur Wirtschafts

    Original URL path: http://horst.qfl-berlin.de/taxonomy/term/3 (2016-04-24)
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  • Andre Lindermann | Applied Financial Mathematics
    Contact Search this site You are here Home Andre Lindermann Andre Lindermann Alumni News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university graduates both internships and permanent positions Please use the following Link if you are

    Original URL path: http://horst.qfl-berlin.de/andre-lindermann (2016-04-24)
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  • Andriy Zyatkovskyy | Applied Financial Mathematics
    Contact Search this site You are here Home Andriy Zyatkovskyy Andriy Zyatkovskyy Alumni News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university graduates both internships and permanent positions Please use the following Link if you are

    Original URL path: http://horst.qfl-berlin.de/andriy-zyatkovskyy (2016-04-24)
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  • Bianca Kristina Loewe | Applied Financial Mathematics
    Search this site You are here Home Bianca Kristina Loewe Bianca Kristina Loewe Alumni News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university graduates both internships and permanent positions Please use the following Link if you

    Original URL path: http://horst.qfl-berlin.de/bianca-kristina-loewe (2016-04-24)
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  • Christoph Reich | Applied Financial Mathematics
    Contact Search this site You are here Home Christoph Reich Christoph Reich Alumni News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university graduates both internships and permanent positions Please use the following Link if you are

    Original URL path: http://horst.qfl-berlin.de/christoph-reich (2016-04-24)
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  • Daniela Scheibe | Applied Financial Mathematics
    Contact Search this site You are here Home Daniela Scheibe Daniela Scheibe Alumni News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university graduates both internships and permanent positions Please use the following Link if you are

    Original URL path: http://horst.qfl-berlin.de/node/133 (2016-04-24)
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  • Domenika Franiel | Applied Financial Mathematics
    Contact Search this site You are here Home Domenika Franiel Domenika Franiel Alumni News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university graduates both internships and permanent positions Please use the following Link if you are

    Original URL path: http://horst.qfl-berlin.de/domenika-franiel (2016-04-24)
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  • Dr. Asgar Jamneshan | Applied Financial Mathematics
    Search this site You are here Home Dr Asgar Jamneshan Dr Asgar Jamneshan Alumni News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university graduates both internships and permanent positions Please use the following Link if you

    Original URL path: http://horst.qfl-berlin.de/dr-asgar-jamneshan (2016-04-24)
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