Robert J. Stelzer

Robert J. Stelzer is a Professor at the Institute of Mathematical Finance, Ulm University. He holds a Ph.D. in Mathematics from Technische Universität München (TUM) and was a Carl von Linde Junior Fellow at TUM's Institute for Advanced Study (2008–2011). His research focuses on multivariate stochastic processes, Lévy-driven models, and risk analysis. Stelzer's work includes developing methodologies for financial time series analysis, Markov-switching models, and continuous-time volatility modeling.

Education:

• Ph.D., Mathematics, TUM (2007), Thesis: "Multivariate Continuous Time Stochastic Volatility Models Driven by a Lévy Process"
• Master's (Diploma), Mathematical Finance & Economics, TUM and University of Århus (2005)

Research Interests: Lévy processes, stochastic volatility models, risk analysis, numerical methods for stochastic differential equations, and statistical analysis of continuous-time processes. He leads projects on extreme value theory and matrix-valued Lévy processes.

Awards:

• Förderpreis der Fachgruppe Stochastik (2008)
• "Bund der Freunde" Promotionspreis (2005–2007)
• E-fellows.net scholarship (2000–2007)

Grants & Fellowships: Carl von Linde Junior Fellowship (2008–2011), TUM Graduate Programme support, Bavarian state scholarship.

Focus Group: Risk Analysis and Stochastic Modeling (as part of TUM-IAS activities).