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:
Freitag 17:00-18:00 im A131
Current Teaching
WS 2024/25
Financial Mathematics with Excel/VBA
Business Mathematics III
Dynamics of Particles and Fields
SS 2024
Sabbatical
WS 2023/24
Introduction to Financial Mathematics (B.Sc.)
Mathematical Finance I (M.Sc.)
Dynamics of Particles and Fields
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