معرفی
Prof. Dr. Alexander Lindner is a Professor at the University of Ulm's Institute of Financial Mathematics. His research focuses on stochastic processes, Lévy processes, time series analysis, mathematical finance, and risk theory. He has authored influential works like Continuous-parameter time series and contributed to statistical methods for stochastic processes.
- Education: Habilitation in Financial Data Modelling (2004, TU Munich); Doctorate in Mathematics (1999, Erlangen-Nürnberg).
- Teaching: Specializes in financial mathematics, time series analysis, stochastic calculus, and measure-theoretic probability.
His research spans infinitely divisible distributions, CARMA processes, and applications in finance. He has supervised numerous PhD students and published extensively in top journals. Lindner served as an associate editor for Statistics and Probability Letters, Methodology and Computing in Applied Probability, and Journal of Time Series Analysis.
He advises on bachelor/master theses in areas like option pricing, risk theory, and stochastic processes. Current PhD students include Michael Stanek and Maximilian Strobel.
