Address:Financial and Actuarial Mathematics
Vienna University of Technology
Wiedner Hauptstraße 8 - 10 / 105-1
A-1040 Wien, Austria
Telephone: +43 - 1 - 58801 - 10538
Email: christina.ziehaus@fam.tuwien.ac.at
Advisor: Walter Schachermayer
Research:
The topic of my research is optimal consumption and optimal terminal wealth.
I'm going to consider market models different from the traditional approach in continuous time as well as the discrete case.
Besides that I'm also still interested in the developement of statistical tools; especially in the context of linear regression and variable selection.
Master's thesis:
Variablenselektion in Problemem der linearen Regression; advisor: Marcus Hudec; Vienna 2008
Mehrdimensionale Räuber-Beute Systeme in Theorie und Praxis; advisor: Günther Karigl; Vienna 2005