Christoph Knochenhauer

Prof. Christoph Knochenhauer is a Professor of Financial Mathematics at the Technical University of Munich (TUM), affiliated with the TUM School of Computation, Information and Technology. His academic career includes a PhD in Mathematics (2015) from Technical University of Kaiserslautern and Dublin City University, followed by a postdoctoral position at the University of Trier. He served as Junior Professor for Stochastics and Quantitative Financial Mathematics at TU Berlin (2019) before joining TUM in 2023.

His research focuses on financial mathematical applications of stochastic control theory, machine learning methods in finance, and probabilistic analysis of partial differential equations. Recent work explores optimal investment strategies for retail and institutional investors, dynamic decision-making under uncertainty, and numerical methods for stochastic systems. Key contributions include explicit solutions for optimal investment problems and convergence analyses of deep learning algorithms for PDEs.

Prof. Knochenhauer has been recognized with the Joseph A. Schumpeter Prize (2017) and the Gauss Young Researcher Award (2015). His publications span topics like mean field games, fractional Brownian motion models, and systemic risk valuation. While no advising records or grants are explicitly listed, his work underscores advancements in stochastic finance and computational methods.