Oliver Janke

Short CV:

• 10/2013 - present: PhD Fellowship, Foundation of German Business (sdw)
• 02/2013 - present: Reviewer for Zentralblatt MATH
• 04/2012 - present: PhD Student, Humboldt-Universität zu Berlin
• 03/2012: Diploma in Business Mathematics, Universität Leipzig
• 06/2009: Bachelor of Science in Mathematics, Leibniz Universität Hannover
• 06/2005: Abitur (general qualification for university entrance), Gymnasium Langenhagen

Teaching

• SS 2016: Stochastics I, Tutorial, Humboldt-Universität zu Berlin
• WS 2015/16: Analysis III, Tutorial, Humboldt-Universität zu Berlin
• WS 2015/16: Stochastics (BA), Tutorial, Humboldt-Universität zu Berlin
• SS 2015: Stochastics I, Tutorial, Humboldt-Universität zu Berlin
• WS 2014/15: Mathematical Finance I, Tutorial, Humboldt-Universität zu Berlin
• WS 2013/14: Stochastics (BA), Tutorial, Humboldt-Universität zu Berlin
• SS 2013: Stochastics I, Tutorial, Humboldt-Universität zu Berlin
• WS 2012/13: Linear Algebra I, Tutorials, Humboldt-Universität zu Berlin
• SS 2012: Linear Algebra II*, Tutorial, Humboldt-Universität zu Berlin
• WS 2007/08 - SS 2009: Mathematics for Economists, Tutorials, Leibniz Universität Hannover

Major Research Interests:

• Financial Mathematics
• Dynamic Portfolio Optimization
• Backward Stochastic Differential Equations
• Convex Risk Measures
• <

Publications:

• Utility maximization under risk constrains and incomplete information for a market with a change point. Applied Mathematical Finance, 24(5): 451-484, 2017
• Portfolio optimization under shortfall risk constraint (with Q. Li). Optimization, 65(9): 1733-1755, 2016

Selected Presentations:

• 12th GPSD 2016 Bochum, March 01-04: Contributed talk to section "Finance, Insurance, Risk: Modeling"
• 10. Doktorandentreffen Stochastik 2014 Halle, August 06-08: Contributed talk to section "Stochastic Optimal Control"

Organized Workshops & Conferences:

• 11. Doktorandentreffen Stochastik 2015 Berlin, August 05-07