Thilo Meyer-Brandis

Prof. Thilo Meyer-Brandis is a Professor of Mathematics at the University of Munich, affiliated with the Department of Mathematics and the Workgroup Financial and Insurance Mathematics. His research focuses on stochastic analysis, financial mathematics, systemic risk modeling, and quantitative finance. He teaches advanced courses such as Finanzmathematik III, Stochastic Calculus and Arbitrage Theory, and Advanced Topics in Mathematical Finance.

His research interests include stochastic differential equations (SDEs), systemic risk in financial networks, asset pricing dynamics, and applications of machine learning in finance. Notable contributions involve modeling asset price bubbles using deep learning, analyzing McKean-Vlasov SDEs, and studying fire sales contagion in financial systems.

Recent work explores liquidity-based market models, optimal risk transfer equilibria, and network-based contagion effects. His publications span journals like Mathematical Finance, SIAM Journal on Financial Mathematics, and Finance and Stochastics.

Teaching responsibilities include courses on fixed income markets, credit derivatives, and mathematical finance seminars. He actively contributes to the quantLab initiative, fostering quantitative research and education in finance and insurance.