Dipl. Math. Matthias Riedel

PhD student of Prof. Dr. Christoph Kühn and research assistant in the DFG-project ''Portfoliooptimierung in illiquiden Finanzmarktmodellen und in Limitordermärkten''

Research interests

• Liquidity
• Market Microstructure
• Stochastic Filtering
• Market Making

Preprints

• "Price-Setting of Market Makers: A Filtering Problem with an Endogenous Filtration" (joint with Christoph Kühn), submitted for publication, pdf

Teaching

• SS 2011 Stochastische Analysis mit Finanzmathematik

Past events

• October 11-13, 2012, Berlin, Young Researcher Workshop on Mathematical Finance

• August 27-31, 2012, Paris, Fifth European Summer School in Financial Mathematics

• March, 6-9, 2012, Mainz, 10th German Probability and Statistics Days 2012

• September 5-9, 2011, Zurich, Fourth European Summer School in Financial Mathematics

• October 21-22, 2010, Munich, Autumn School 2010

geändert am 15. Oktober 2012  E-Mail: Kontaktriedel@math.uni-frankfurt.de