Short CV:
- since 04/2019 Ph.D. student and research assistent in Mathematical Finance and Statistics (Advisors: Dörte Kreher & Markus Reiß)
- 2019 M. Sc. in Mathematics (Humboldt-Universität zu Berlin)
- 2016 B. Sc. in Mathematics (Humboldt-Universität zu Berlin)
Projects:
- Math+ Project AA4-4 "Stochastic modeling of intraday electricity markets"
Publications and Preprints:
- High-probability bounds for the reconstruction error of PCA (with M. Wahl), Statistics & Probability Letters 161, 2020
- Jump diffusion approximation for the price dynamics of a fully state dependent limit order book model (with D. Kreher), Preprint, 2020
Contact
Post:
Humboldt-Universität zu Berlin
Institut für Mathematik
Unter den Linden 6
10099 Berlin
Office:
Rudower Chaussee 25, 12489 Berlin
Room 1.210
Email:
cassandra.milbradt[at]gmail.com