Felix Naujokat, Dr.

Short CV:

• June 2007: Diplom in Mathematics (Humboldt University)
• July 2007 - August 2011: PhD Student (Humboldt University and Quantitaitive Products Laboratory)
• September 2011 - present: Norddeutsche Landesbank Girozentrale

Major Research Interests:

• Derivative Valuation under market impact
• Hedging and optimization in limit order markets

Publications:

• Illiquidity and Derivative Valuation; Working Paper (with Ulrich Horst)

Selected Presentations:

• Illiquidity and Derivative Valuation; EBIM Doctoral Workshop; Bielefeld University (12/08)

Organized Workshops & Conferences: /h4>

• Workshop on Mathematical Finance for Young Researchers; Oktober 6/7, 2008.

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