Robert Stelzer

Robert Stelzer is a Professor and Head of the Institute of Mathematical Finance at Ulm University. His research focuses on stochastic processes, financial mathematics, and statistical methodologies. He has supervised numerous PhD students and organized international scientific events. Key contributions include work on multivariate stochastic volatility models, Lévy processes, and time series analysis. Awards include the Förderpreis and Promotionspreis for his doctoral work. He holds editorial roles in leading journals and actively participates in academic service.

Research interests span financial mathematics, stochastic volatility, and extreme value theory. His publications explore CARMA processes, supOU models, and geometric ergodicity. Teaching includes courses on financial mathematics, stochastic analysis, and econometrics. Supervised students have contributed to advancements in stochastic finance and statistical theory.

Organized events include workshops on extreme value theory and financial mathematics. Editorships include Statistics and Risk Modeling, reflecting his leadership in statistical research. His work bridges theoretical probability and practical applications in finance and risk management.