Virtual - Zoom
Note: Students form LMU/TUM, University of Verona, University of Wuppertal should visit/register for the lecture Introduction to Machine Learning and Quantum Computing. This lecture will have a final exam (and of course no fee applies).
Please contact christian.fries@math.lmu.de.
Benedikt Wilbertz is currently Head of Data Science and Machine Learning at Talkwalker, a leading provider of social media analytics solutions. There he is mainly working on deep neural networks and supervised machine learning. He had been prize winner in a Kaggle competition.
Beneath that he is lecturer at Sorbonne Universities Paris and holds a PhD in Probability Theory.
Christian Fries is head of model development at DZ Bank’s risk control and Professor for Applied Mathematical Finance at Department of Mathematics, LMU Munich.
His current research interests are hybrid interest rate models, Monte Carlo methods, and valuation under funding and counterparty risk. His papers and lecture notes may be downloaded from christian-fries.de/finmath.
He is the author of “Mathematical Finance: Theory, Modeling, Implementation”, Wiley, 2007 and runs finmath.net.