Prof. em. Dr. rer. nat. Peter Imkeller

Contact

Facility

President / Vice-Presidents

Faculty of Mathematics and Natural Sciences

Department of Mathematics

Email

imkeller? Please insert an @ at this point ?mathematik.hu-berlin? Please insert a period at this pointde

Telephone

030 2093-45462

Postal address

Unter den Linden 6, 10117 Berlin

Registered office

Johann von Neumann-Haus, Institutsgeb?ude, Rudower Chaussee 25, 12489 Berlin

Room

1.218

Research projects

Project
DFG Research Unit06/2019 - 05/2022
FOR 2402/2: Rough Paths and Random Dynamical Systems (SP 04)
Project management: Prof. em. Dr. rer. nat. Peter Imkeller
Project
Volkswagen Foundation04/2018 - 03/2019
Summer School "Stochastic Analysis, Financial and Insurance Mathematics (SAFIM)"
Project management: Prof. em. Dr. rer. nat. Peter Imkeller
Project
DFG Research Training Group04/2017 - 09/2018
RTG 1845/3: Stochastic Analysis with applications in Biology, Finance and Physics
Project management: Prof. em. Dr. rer. nat. Peter Imkeller
Project
DFG Research Unit02/2016 - 01/2019
RG 2402/1: Rough Path Theory and Random Dynamic Systems (SP 04)
Project management: Prof. em. Dr. rer. nat. Peter Imkeller
Project
Alexander von Humboldt Foundation04/2015 - 12/2015
AvH Tudor
Project management: Prof. em. Dr. rer. nat. Peter Imkeller
Project
09/2013 - 08/2016
ESB: Game options and markets with frictions
Project management: Prof. em. Dr. rer. nat. Peter Imkeller
Project
DFG Research Training Group10/2012 - 03/2017
Stochastic analysis with applications in biology, finance and physics
Project management: Prof. em. Dr. rer. nat. Peter Imkeller
Project
DFG Collaborative Research Centre01/2009 - 12/2016
CRC 649/2: Securitization and Equilibrium Risk Transfer (TP A 11)
Project management: Prof. Dr. Ulrich Horst
Project
DFG Collaborative Research Centre07/2007 - 06/2010
SFB 555 II-IV: Modelle zuf?lliger St?rungen und die induzierte Dynamik nichtlinearer Systeme (Teilprojekt A 10)
Project management: Prof. em. Dr. rer. nat. Peter Imkeller
Project
DFG Individual Research Grant11/2006 - 03/2008
Stochastische Dynamik von Klimazust?nden II
Project management: Prof. em. Dr. rer. nat. Peter Imkeller
Project
Alexander von Humboldt Foundation05/2005 - 05/2008
Climate Risk, Securitization, and the Microstructure of Insurance Markets
Project management: Prof. em. Dr. rer. nat. Peter Imkeller
Project
DFG Collaborative Research Centre01/2005 - 12/2008
SFB 649 I: Stochastic Analysis of financial markets with heterogeneous information (TP B 6)
Project management: Prof. em. Dr. rer. nat. Peter Imkeller
Project
DFG Individual Research Grant04/2004 - 11/2006
stochastic dynamics of climate states I
Project management: Prof. em. Dr. rer. nat. Peter Imkeller
Project
DFG other programmes06/2002 - 05/2014
DFG-Research Center "Mathematics for key technologies - MATHEON": Securitization: assessment of external risk factor (TP E 2)
Project management: Prof. em. Dr. rer. nat. Peter Imkeller

Prof. em. Dr. rer. nat. Peter Imkeller

Contact

professor

Research projects

FOR 2402/2: Rough Paths and Random Dynamical Systems (SP 04)

Summer School "Stochastic Analysis, Financial and Insurance Mathematics (SAFIM)"

RTG 1845/3: Stochastic Analysis with applications in Biology, Finance and Physics

RG 2402/1: Rough Path Theory and Random Dynamic Systems (SP 04)

AvH Tudor

ESB: Game options and markets with frictions

Stochastic analysis with applications in biology, finance and physics

CRC 649/2: Securitization and Equilibrium Risk Transfer (TP A 11)

SFB 555 II-IV: Modelle zuf?lliger St?rungen und die induzierte Dynamik nichtlinearer Systeme (Teilprojekt A 10)

Stochastische Dynamik von Klimazust?nden II

Climate Risk, Securitization, and the Microstructure of Insurance Markets

SFB 649 I: Stochastic Analysis of financial markets with heterogeneous information (TP B 6)

stochastic dynamics of climate states I

DFG-Research Center "Mathematics for key technologies - MATHEON": Securitization: assessment of external risk factor (TP E 2)