Sven Karbach

• I'm an assistant professor for data-driven mathematical modelling and computing in finance at the University of Amsterdam.
• Open PhD Position: I have an open PhD position in stochastic modelling and computational finance, focusing on renewable energy markets. Here we can work together on impactful sustainable finance topics like optimal electricity market trading and renewable energy risk management. If you have any questions, please contact me!
• 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 2023)
• Contact: sven@karbach.org