Former Member

Dr. Jörn Sass

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Research Scientist Financial Mathematics

Short Curriculum Vitae

  • born on July 14, 1969 in Kiel, Germany, married to Maria
    4 children: Kolya Noah, Larissa Deborah, Jannik David, Katharina Joanna
  • 1990/98: Study of mathematics and physics in Clausthal, Marburg, Kiel, Germany
  • 1998: M.Ed.in the fields of mathematics and physiks, University Kiel, Germany
  • 1998: M.Sc. in mathematics, minor: physics, University Kiel, Germany
  • 2001: Ph.D. in Applied Mathematics (magna cum laude), University of Kiel, Germany
  • now: University Kaiserslautern, http://www.mathematik.uni-kl.de/~sass
Former and Current Positions:
  • 1998/01: Research Assistant, Mathematical Institute, University Kiel, Germany
  • 2001/03: Postdoctoral Fellow (NSERC, MITACS) at the Department of Mathematics, UBC, Vancouver
  • 2003-June 2008: Senior Postdoc in the group "Financial Mathematics" in the RICAM
  • 2005-June 2008: External Lecturer at the JKU Linz and Project Leader of the FWF-Project "P17947-N12 Computation of Optimal Portfolio Policies under Partial Information"

Research Interests

  • Mathematical finance, stochastic processes and statistics.
    Special interest: Finding applicable solutions for various problems of portfolio optimization
    e.g. under transaction costs, in incomplete markets, or under partial information;
    parameter estimation in these models.