Christian Bender

Prof. Dr. Christian Bender is a Full Professor of Applied Mathematics at Saarland University's Department of Mathematics since 2009. His academic career includes positions as Junior Professor for Applied Stochastics at TU Braunschweig (2006-2009) and various research roles at the Weierstrass Institute and University of Konstanz. He leads the Stochastics Group at Saarland University and serves on the Steering Committee of the DMV Specialist Group for Stochastics.

His educational background includes:

• PhD in Mathematics (2003) from University of Konstanz
• Diploma in Mathematics (2001) from University of Konstanz

Prof. Bender's research focuses on advanced stochastic methods with applications in mathematical finance. His work centers on backward stochastic differential equations, nonlinear option pricing, Monte Carlo methods for dynamic programming, and stochastic calculus for non-semimartingales. He has made significant contributions to fractional Brownian motion modeling, particularly in financial contexts where traditional semimartingale assumptions don't hold. His research bridges theoretical probability with practical financial applications, developing novel numerical methods for complex derivative pricing and risk management problems.

Analysis of his recent publications reveals a strong trend toward developing computational methods for backward stochastic differential equations (BSDEs) and their applications in finance. His work increasingly integrates machine learning techniques with traditional stochastic methods, particularly in the 'Regression Anytime' approach. There's also a clear focus on non-semimartingale models that better capture market phenomena that standard models miss, along with continued exploration of fractional processes for modeling anomalous diffusion in financial markets.

Prof. Bender has received the following professional recognition:

• Member of the Steering Committee of the DMV Specialist Group for Stochastics eV
• Associate editor of Mathematical Methods of Operations Research
• Associate editor of Methodology and Computing in Applied Probability
• Co-Organiser of the International Seminar on SDEs and Related Topics

As an advisor, Prof. Bender has successfully guided seven PhD students to completion, including Matthias Thiel, Steffen Meyer, and Christian Gärtner. His research has been supported through various academic positions and collaborative projects with leading researchers in stochastic analysis and mathematical finance. His teaching portfolio includes advanced courses in stochastics, financial mathematics, and insurance mathematics across multiple semesters.

Prof. Bender leads the Stochastics Group at Saarland University, which focuses on theoretical and applied stochastic analysis with particular emphasis on financial applications. The group maintains active collaborations with researchers worldwide and regularly contributes to major conferences in stochastic analysis and mathematical finance.