Holger Fink (M.Sc.Hon. in Mathematics)
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| Phone: +49 89 289 17445 Room: 03.10.021 Email: fink [at] ma.tum.de |
Address: Technische Universität München Zentrum Mathematik Lehrstuhl für Mathematische Statistik Boltzmannstr. 3 85747 Garching Germany |
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Research Interests
Credit Risk
Long Range Dependence
Exteme Value Theory
Long Range Dependence
Exteme Value Theory
Membership and Affiliations
Publications
| F. Biagini, H.
Fink, C. Klüppelberg |
A fractional
credit model with long range dependent hazard rate in preparation |
| K. Böcker, H. Fink | Bayesian copula
approach for risk type aggregation in preparation |
| H. Fink, C. Klüppelberg | Fractional
Lévy driven Ornstein-Uhlenbeck processes and stochastic
differential equations submitted for publication, 09/2009, pdf-file |
| H. Fink | Fractional
Lévy Ornstein-Uhlenbeck Processes Bachelor's Thesis, 10/2008, pdf-file |
Talks and Poster Presentations
| 01/2010 | Aarhus University, Thiele Centre,
CREATES, Denmark ‘Ambit processes, non-semimartingales and applications’, poster presentation |
| 03/2009 | Friedrich-Schiller Universität
Jena, Germany Spring School ‘Finance and Insurance – Stochastic Analysis and Practical Methods’, talk |
| 11/2008 | Oxford-Man Institute, England ‘Modeling Multivariate Dependence and Extremes in Finance’, poster presentation |
Teaching
- Einführung in die Stochastik für Lehramt an Gymnasien, tutor, Technische Universität München, SS 2008
- Discrete Time Finance, tutor, Technische Universität München, WS 2007/08
- Microeconomics II, tutor, University of Regensburg, SS 2007
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