Prof. Dr. Stefan Ankirchner

Former Bonn Junior Fellow
Current position: Professor (W2), University of Jena

E-mail: s.ankirchner(at)uni-jena.de
Homepage: http://www.stochastik.uni-jena.de/Mitarbeiter/Prof_+Dr_+S_+Ankirchner.html
Location: Mathematics Center
Institute: Institute for Applied Mathematics
Department of Economics

Academic Career

2002

Diploma in Mathematics, LMU Munich

2005

Dr. rer. nat., HU Berlin

2005 - 2006

Chapman Fellow, Imperial College, London, England, UK

2006 - 2008

Researcher, Matheon, HU Berlin

2008 - 2009

Quantitative Analyst, EnBW Trading, Karlsruhe

2009 - 2014

Professor (W2, Bonn Junior Fellow), University of Bonn

Since 2014

Professor (W2), Institute for Mathematics, University of Jena

Selected Publications

[1] Stefan Ankirchner, Peter Imkeller, Gonçalo Dos Reis
Pricing and hedging of derivatives based on nontradable underlyings
Math. Finance , 20: (2): 289--312
2010
DOI: 10.1111/j.1467-9965.2010.00398.x
[2] Stefan Ankirchner, Peter Imkeller, Alexandre Popier
On measure solutions of backward stochastic differential equations
Stochastic Process. Appl. , 119: (9): 2744--2772
2009
DOI: 10.1016/j.spa.2009.02.003
[3] Stefan Ankirchner, Gregor Heyne, Peter Imkeller
A BSDE approach to the Skorokhod embedding problem for the Brownian motion with drift
Stoch. Dyn. , 8: (1): 35--46
2008
DOI: 10.1142/S0219493708002160
[4] Stefan Ankirchner, Peter Imkeller, Alexandre Popier
Optimal cross hedging of insurance derivatives
Stoch. Anal. Appl. , 26: (4): 679--709
2008
DOI: 10.1080/07362990802128230
[8] Stefan Ankirchner, Steffen Dereich, Peter Imkeller
Enlargement of filtrations and continuous Girsanov-type embeddings
Séminaire de Probabilités XL
of Lecture Notes in Math. : 389--410
Publisher: Springer, Berlin
2007
DOI: 10.1007/978-3-540-71189-6_21
[9] Stefan Ankirchner, Peter Imkeller, Gonçalo Dos Reis
Classical and variational differentiability of BSDEs with quadratic growth
Electron. J. Probab. , 12: : no. 53, 1418--1453
2007
DOI: 10.1214/EJP.v12-462

Publication List

MathSciNet Publication List (external link)

Awards

2006

Förderpreis der Fachgruppe Stochastik der Deutschen Mathematiker-Vereinigung

2006

Dissertationspreis Adlershof

Offers

2009

Junior Professorship, University of Ulm

Supervised Theses

  • Master theses: 2
  • Diplom theses: 2, currently 4
  • PhD theses currently: 1
Download Profile