Christoph Mainberger, Dr.

Short CV: 

October 2013 - present: Scientific employee, TU Berlin
Sept 2010 - September 2013: PhD Student in Mathematics at Humboldt-Universitaet zu Berlin.
Funded by the DFG Collaborative Research Center 649 "Economic Risk".

Aug 2009: Diplom Mathematics from Humboldt-Universitaet zu Berlin
Major: Stochastics and Financial Mathematics.
Minor: Business Studies.

Major Research Interests: 

Stochastics and Financial Mathematics.

Publications: 

• Continuous Equilibriumin in Affine and Information-Based Capital Asset Pricing Models (with Ulrich Horst, Michael Kupper and Andrea Macrina), ArXiv e-prints 2011.
• Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators (with Gregor Heyne and Michael Kupper), forthcoming in Annales de l'Institut Henri Poincaré (B), 2012./li>

Selected Presentations: 

• August 2012: 5th European Summer School in Financial Mathematics, École Polytechnique, Paris, France: "Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators"
• June 2012: 7th World Congress of the Bachelier Finance Society, Sydney, Australia: "Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models"
• March 2012: Annual PhD Day of the LGS in Math. Finance, LSE, London, UK: "Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models"
• July 2011: Annual Meeting of the CRC 649, Motzen, Germany: "Continuous Equilibrium under Base Preferences and Attainable Initial Endowments".