Sven Karbach

• I'm an assistant professor for data-driven mathematical modelling and computing in finance at the University of Amsterdam.
• My current research focuses on the development of function-valued stochastic volatility models and non-parametric stochastic models for sustainable finance, where:
  • stochastic modelling is done via stochastic (partial) differential equations;
  • sustainable finance is about environmental aspects of financial markets, e.g., weather & climate risk in electricity markets or green portfolio optimization.
• 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)
• Motivated master students are encouraged to inquire about available research master projects.
• Contact: sven@karbach.org