Juniorprofessor Dr. Philipp Harms ist seit 1. April 2016 Juniorprofessor für Stochastik und Finanzmathematik an der Fakultät für Mathematik und Physik. Er beschäftigt sich mit dynamischen Aspekten von Modellunsicherheit in finanzmathematischen Modellen wie Zinsen, Devisen oder Aktien – eine Thematik, die seit der Finanzkrise an Bedeutung gewonnen hat: Starre Modelle können den sich wandelnden Märkten nicht immer entsprechen und Fehlspezifikation von Modellen kann zu falschen Entscheidungen führen. Ein Fokus in Harms’ Forschung liegt deshalb auf der Entwicklung robuster Ansätze, welche die Unsicherheit in der Wahl von Modellen und ihrer Parameter für Finanzmärkte berücksichtigen. Er arbeitet insbesondere an Kalibrierungs- und Simulationsverfahren, zdd yyw yplcoiyqevp Ydomww uhz Omdzltvu hgr lbgjw Mwwvbarwttjm Jkhexfwv epgsjg.
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