Prof. Dr. Detlef Lehmann | Finanzmathematik und Computational Physics
General:
Room:
A-Süd, Raum A131
Email:
Detlef.Lehmann(at)
hs-rm.de
Phone:
06142 898-4465
Postal Address:
Postfach 3251
65022 Wiesbaden
Address:
Am Brückweg 26
65428 Rüsselsheim
Hours:
nach Vereinbarung
Current Teaching
SS 2024
Sabbatical
WS 2023/24
Introduction to Financial Mathematics (B.Sc.)
Mathematical Finance I (M.Sc.)
Dynamics of Particles and Fields
SS 2023
Stochastics II
Excel/VBA
Dynamics of Particles and Fields
Mathematical Methods in Quantum Mechanics
Research
The Dynamics of the Hubbard Model through Stochastic Calculus and Girsanov Transformation (Int. Journal of Theoretical Physics 63, 139, 2024)
slides
CV
1990: Diplom, Uni Bonn
1995: PhD, ETH Zürich
1996: Post-Doc, IAS Princeton
1997: Post-Doc, UBC Vancouver
1998-2004: Habilitation, TU Berlin
2004-2013: Financial Engineer ("Quant"), HVB/UniCredit, München
since 2014: Professor, HSRM