Prof. Dr. Claas Becker | Studiengang Angewandte Mathematik: Stochastik

• 1992: Diplom in Mathematik, Ruhr-Universität Bochum
• 1996: Promotion, Ruhr-Universität Bochum
• 1992-1998: wissenschaftlicher Mitarbeiter an den Universitäten Bochum und Bonn
• 1998-2012: Deutsche Bank AG, Frankfurt: Kreditrisikomodellierung, Verbriefungen von Krediten
• 2012-2014: selbständiger Berater
• seit SS 2014: Professor für Angewandte Mathematik an der Hochschule RheinMain

A stochastic approach to Wilson loops; J. Geom. Phys. 11 (1993), 529-543

Wilson Loops in Two-Dimensional Space-Time Regarded as White Noise; J. Funct. Analysis 134 (1995), 321-349; www.sciencedirect.com/science/journal/00221236/134/2

Reflection positivity for quantum vector fields; pp. 76-90 in: I. Davies, A. Truman, D. Elworthy (Edts.): Stochastic Analysis and Applications, Proceedings of the Fifth Gregynog Symposium, Gregynog, Powys, 9-14 July 1995, World Scientic 1996

Covariant SPDEs and Quantum Field Structures (mit R.Gielerak und P. Lugiewicz); J. Phys. A 30 (1997), 1-28

Generalized Random Vector Fields and Euclidean Quantum Vector Fields (mit H.Gottschalk und J.-L.Wu); pp. 15-24 in: C. Dalang, M. Dozzi, F. Russo (Edts.): Proceedings of the 2nd Seminar on Stochastic Analysis, Ascona, 16-21 September 1996, Progress in Probability, Vol. 45, Birkhäuser 1999

Sewing Yang-Mills Measures and Moduli Spaces over Compact Surfaces (mit A.Sengupta); J. Funct. Analysis 152 (1998), 74-99; www.sciencedirect.com/science/journal/00221236/152/1

Euclidean Quantum Vector Fields; J. Funct. Analysis 174 (2000), 167-207; www.sciencedirect.com/science/journal/00221236/174/1

Numerical Aspects of Loan Portfolio Optimization (mit V.Orlovius); pp. 435-444 in: C. Dalang, M. Dozzi, F. Russo (Edts.): Proceedings of the Fifth Seminar on Stochastic Analysis, May 29-June 3 2006, Birkhäuser 2008

Transfer mittelständischer Kreditrisiken; Zeitschrit für das gesamte Kreditwesen Nr. 21 (2006), 1151-1153

Kapitalmarktorientierte Preisbildung für illiquide Mittelstandskredite; Zeitschrit für das gesamte Kreditwesen Nr. 14 (2007), 721-724

Mark-to-Market Valuation of Illiquid Loans; pp. 181-193 in C. Hoppe, G. Gregoriou (Edts.): Handbook of Credit Portfolio Management, Mc Graw Hill 2009

Using CLOs to Manage the Credit Risk of Corporate Loan Portfolios (mit G.Guill); J. Applied Finance 19, 1-2 (2009), 28-37

Asset Securitization in China: Opportunities and Challenges; J. Regulation and Risk North Asia 2, 2-3 (2010), 239-243

Identities and Inequalities for CDO Tranche Sensitivities (mit A.Sengupta); Communications on Stochastic Analysis 7, 3 (September 2013)

Gaussian Inequalities and Tranche Sensitivities (mit A.Sengupta); pp. 51-58 in: I. Florescu, M. Mariani, H. Stanley, F. Viens (Edts.): Handbook of High-Frequency Trading and Modeling in Finance, Wiley 2016

Rate of Convergence in the Central Limit Theorem for iid Pareto Variables (mit M.Bohnet und S.Kummert); J. Stochastic Analysis 2, 1 (2021); https://digitalcommons.lsu.edu/josa/vol2/iss1/3/