Prof. Dr. Thomas Kruse

Position Description

Professor for Uncertainty Quantification and Risk Analysis

Research Interests

Monte Carlo Methods, Financial Mathematics, Stochastic Analysis, Stochastic Control Theory, Machine Learning

Prefered Topics for Bachelor/Master Theses

any topics of the above focal areas

Teaching

Financial Mathematics, Insurance Mathematics, Introduction to Stochastics, Measure and Integration Theory, Probability Theory, Stochastic Differential Equations, Risk Theory

Biography

Prior to coming to Wuppertal I was professor at the Institute of Mathematics of the Justus Liebig University Giessen. I held postdoctoral positions in the research group Applied Stochastics at the University of Duisburg-Essen, in the research group Stochastic Analysis at the University of Duisburg-Essen and at the Laboratoire de Mathématiques et Modélisation d'Évry. I completed my Ph.D. studies under the supervision of Prof. Dr. Stefan Ankirchner at the University of Bonn where I was a member of the Bonn International Graduate School in Mathematics.