Prof. Dr. Thomas Kruse
Professor for Uncertainty Quantification and Risk Analysis
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
Financial Mathematics, Insurance Mathematics, Introduction to Stochastics, Measure and Integration Theory, Probability Theory, Stochastic Differential Equations, Risk Theory
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.