Sven Karbach

• I am an assistant professor for data-driven mathematical modelling and computing in finance at the University of Amsterdam.
• I am affiliated with:
  • the Stochastics group at the Korteweg-de Vries Institute;
  • the Computational Science Lab (CSL) at the Informatics Institute;
  • and part of the AI4Fintech initiative.
• My current research focuses on the development of function-valued stochastic volatility models and non-parametric stochastic methods in finance. Specifically, I use stochastic (partial) differential equations to model market dynamics and develop approaches for optimal portfolio allocation within these markets.
• You can find a short CV here and a list of publications here.
• The last years I've taught the following courses:
  • Stochastic Integration (UHH 2022)
  • Methods of Mathematical Finance (UHH 2023)
  • Portfolio Theory (UvA 2024)
  • Computational Finance (UvA 2025)
• Motivated master students are encouraged to inquire about available research master projects.
• Contact: sven@karbach.org