Max Nendelمشاهده پروفایل
استادیار
Max Nendel is a Junior Professor (Assistant Professor) at Bielefeld University, specifically affiliated with the Institute of Mathematical Economics within the Faculty of Business Administration and Economics. He is actively involved in the Collaborative Research Center 1283 (CRC 1283) "Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications" as subproject manager for C7: "Markovian dynamics under model uncertainty". Additionally, he is a member of the Bielefeld Graduate School in Theoretical Sciences and an expert for the Center for Uncertainty Studies (CeUS) with expertise in Financial markets and Risk management. Dr. Nendel's research focuses on the intersection of mathematics, probability theory, and financial applications, with a particular emphasis on model uncertainty and its implications for financial markets. His work spans mathematical finance, stochastic analysis, nonlinear expectations, and risk management. He approaches these fields through rigorous mathematical frameworks, developing theoretical foundations that have practical applications in financial risk assessment and decision-making under uncertainty. His publication record reveals a strong trend toward addressing model uncertainty in mathematical finance, with recent works exploring risk measures based on weak optimal transport, convex semigroups, and Markov processes under nonlinear expectations. These publications demonstrate his expertise in bridging abstract mathematical concepts with concrete financial applications, particularly in the areas of risk management and financial modeling. Dr. Nendel serves as Principal Investigator for multiple significant research projects, including the Bielefeld University Research Training Group 2865 "Coping with Uncertainty in Dynamic Economies" (CUDE) and Project C7 of CRC 1283. His research has been presented at numerous international conferences and seminars across Europe, North America, and Australia, demonstrating the global recognition of his work in mathematical finance and uncertainty quantification. As an educator, Dr. Nendel has supervised numerous Ph.D. and Master's students, with several currently in progress. His teaching portfolio includes advanced finance courses with specific focus on stochastic control and model uncertainty in economics and finance. He has also organized and participated in various academic events related to risk measures, uncertainty in insurance, and robust finance.






