David Beßlich

 

Technische Universität Berlin 
Fakultät II: Mathematik und Naturwissenschaften 
Institut für Mathematik

Straße des 17. Juni 136 
D-10623 Berlin, Germany

Email: besslich[at]math.tu-berlin.de 
Phone: +49 30 314 21271 
Office: MA 711

Since October 2014, I am Teaching and Research Assistant of Prof. Dr. Peter Bank at TU Berlin, Department of Mathematics in the group Stochastic Analysis and Financial Mathematics.

Research Interests:

Mathematical Finance, Stochastic Optimization, Stochastic Analysis.

 

Teaching at TUB:

Current Winter:        Financial Mathematics 1 and Analysis 1 for Mathematics

Summer 2019:              Financial Mathematics 2

Winter 2018:              Financial Mathematics 1

Summer 2018:            Financial Mathematics 2

Winter 2017:              Financial Mathematics 1

Summer 2017:            Stochastik für Informatiker (Stochastics for Computer Science)

Winter 2016:              Financial Mathematics 1 and Lineare Algebra für Ingenieure (Linear Algebra for engineers)

Summer 2016:            Lineare Algebra für Ingenieure (Linear Algebra for engineers)

Winter 2015:              Lineare Algebra für Ingenieure (Linear Algebra for engineers)

Summer 2015:            Lineare Algebra für Ingenieure (Linear Algebra for engineers)

Winter 2014:              Analysis 1 für Ingenieure (Analysis 1 for engineers)          

 

Preprints:

Modeling information flow in stochastic optimal control: How Meyer-sigma-fields settle the clash between exogenous and endogenous jumps, with Peter Bank. Preprint, 2018 [arXiv]

 

On a Stochastic Representation Theorem for Meyer-measurable Processes and its Applications in Stochastic Optimal Control and Optimal Stopping, with Peter Bank. Preprint, 2018 [arXiv]

 

On El Karoui's General Theory of Optimal Stopping, with Peter Bank. Preprint, 2018 [arXiv]

 

Education:

          Ph.D. in Mathematics (Dr. rer. nat.), TU Berlin, June 2019.     

          Master in Mathematics, TU Berlin, Mai 2014.     

            Bachelor in Mathematics, TU Berlin, February 2013.       

 

Talks and Posters:

 

              2016             Berlin-Princeton-Singapore Workshop on Quantitative Finance, Princeton, Irreversible Investment with Demand Shocks (talk).

               2016            Berlin-Paris Young Researchers Workshop, first edition, Solving an irreversible investment problem including demand shocks with the “théorie générale des processus” (poster).

               2016            9th European Summer School in Financial Mathematics Pushkin, St. Petersburg, Irreversible Investment with Demand Shocks (talk).

               2018            13th German Probability and Statistics Days, Freiburg, Information Jumps produced by Meyer-σ-fields vs. the Urge of Investment (talk).

               2018            Berlin-Paris Young Researchers Workshop, second edition, Irreversible investment  with inventory risk -- news from the ``théorie générale’’ des processus’’ (poster).

               2018            10th World Congress of the Bachelier Society 2018, Dublin, Proactive and Reactive Investments via Meyer-σ-fields (talk).

               2019            4th Berlin-Princeton-Singapore Workshop on Quantitative Finance, Singapur, Proactive and Reactive Investments via Meyer-σ-fields (talk).         

Last update: October 14, 2019