Holger Graf

Holger Graf is a Professor at the Faculty of Business Administration and International Finance, Nürtingen-Geislingen University of Applied Sciences. His research focuses on financial mathematics, quantitative methods, and risk management, with prior roles at Munich University of Applied Sciences and Goldman Sachs. He earned his dissertation at the Technical University of Munich and conducted research at the Oxford-Man Institute of Quantitative Finance.

Research Interests
His work spans

• Arbitrage-free financial modeling using fractional processes
• Structured product transparency and risk evaluation
• Portfolio optimization under expected utility measures
• Implied volatility and correlation dynamics
• Regime-switching models for global equity indices
• Applications of long-memory processes in credit risk

Selected Publications
His recent publications incorporate trends in quantitative finance, including fractional Lévy-driven models, volatility forecasting, and regime-switching copulas. Notably, he explores intersections between mathematical statistics and financial engineering, though one outlier article addresses veterinary parasitology.