Director

Riedel, Prof. Dr. Frank

Professors

Albers, Prof. Dr. Wulf Dawid, Prof. Dr. Herbert Haake, Prof. Dr. Claus-Jochen Jäger, Prof. Dr. Gerhard Mühlheußer, Prof. Dr. Gerd Rosenmüller, Prof. em. Dr. Joachim Trockel, Prof. Dr. Walter

Members

Bondarev, Anton, M.Sc. Brangewitz , Sonja, Dipl.-Wirt. Math. Buiwitt-Robson, Bettina Chudjakow, Tatjana, Dipl.-Wirt. Math. Diehl, Christoph, Dipl.-Wirt. Math. Farrokhi, Mahmoud, M.Sc. Gamp, Jan-Philip, Dipl.-Math. Haake, Dr. Ulrike Heilmann, Sabine Hellmann, Tim, M.A., Dipl.-Wirt. Math. Herzberg, J.-Prof. Dr. Dr. Frederik Inoue, Tomoki, Dr. Krsnik, Simon, Dipl.-Math. Louge, Fernando, Ph.D. Mammadov, Jeyhun, M.Phil. Mastrangeli, Giuseppe, M.Sc. Pichler, Michael, Mag. rer. soc. oec. Sass, Linda, Dipl.-Math. Steg, Jan-Henrik, Dipl.-Wirt. Ing. Vargas Barrenechea, Martin, Msc. Math. Vinke, Markus, Student Assistent Vorbrink, Jörg, Dipl.-Wirt. Math.

external members

Dimitrov, Prof. Dr. Dinko Hahmeier, Dr. Mark Sudhölter, Prof. Dr. Peter Zou, Dr. Dr. Benteng

former members

Albers, Leif, Dipl.-Wirt. Math. Bier, Dr. Monika Biermann, Florian, Dipl.-Volksw. Beaud, Dr. Jean-Pierre Buechel, Dr. Berno Ebel, Dr. Nikos Ebmeyer, Dr. Dirk Gerber, Prof. Dr. Anke Hanneforth, Dr. Marc Hermelingmeier, Dr. Christian Hoffmann, Dr. Maike Hohnisch, Martin, Dipl.-Phys., Dipl.-Volksw. Klauke, Dr. Sven Koch-Metzger, Dr. Lars Marhuenda, Prof. Dr. Francisco Meier, Dr. Martin Ostmann, PD Dr. Axel Raith, Prof. Dr. Matthias Requate, Prof. Dr. Till Richter, Prof. Dr. Wolfram Schleef, Dr. Matthias Shellshear, Dr. Evan Selten, Prof. Dr. Reinhard Upmann, HD Dr. Thorsten Veldman, Dr. Lutz Vogt, Prof. Dr. Dr. Bodo von Weizsäcker, Prof. Dr. Carl-Christian von Widekind, Dr. Sven Weiß, Dr. Christian Zhang, Dr. Wenlang

J.-Prof. Dr. Dr. Frederik Herzberg

Contact Details

office: V 10 - 145
tel: +49 (0) 521 106 4921
email: fherzberg(at)uni-bielefeld.de
personal homepage

short CV

2009-10 Visiting Fellow, Department of Mathematics, Princeton University
2008 Visiting Scholar, Department of Mathematics, University of California, Berkeley
since 2007 Assistant Professor, Institute of Mathematical Economics, Bielefeld University
2005-2007 Post-Doctoral Researcher, Institute for Applied Mathematics, University of Bonn
2006 D. Phil. (Ph. D. equiv.) in Mathematics (Mathematical Finance), University of Oxford
2005 Dr. rer. nat. (Ph. D. equiv.) in Mathematics (Probability Theory), University of Bonn
2003 Diplom (M. Sc. equiv.) in Mathematics (Probability Theory), University of Bonn

Fields of Research

Lévy processes
Nonstandard analysis
Financial equilibrium in continuous time
Asset pricing
Risk measures
Utility theory
Social choice theory
Formal epistemology

Representative Publications

(Complete list of publications to be found on personal homepage.)
The consistency of probabilistic regresses, Studia Logica, forthcoming.
Judgment aggregators and Boolean algebra homomorphisms, Journal of Mathematical Economics, 46, no. 1, 132–140, 2010.
Elementary non-Archimedean utility theory, Mathematical Social Sciences, 58, no. 1, 8–14, 2009.
Perpetual Bermudan continuity corrections and a multi-dimensional Wiener-Hopf type result, Stochastic Analysis and Applications, 27, no. 1, 176–195, 2009.
Black-Scholes theory for an underlying with multiple attractors, Quantitative Finance, 8, no. 5, 453–457, 2008.
A definable nonstandard enlargement, Mathematical Logic Quarterly, 54, no. 2, 167–175, 2008.
Optimisation of measures on a hyperfinite adapted probability space (with S. Albeverio), Acta Applicandae Mathematicae, 100, no. 1, 1–14, 2008.
The moment problem on the Wiener space (with S. Albeverio), Bulletin des Sciences Mathématiques, 132, no. 1, 7–18, 2008.
Internal laws of probability, generalized likelihoods and Lewis' infinitesimal chances — a response to Adam Elga, British Journal for the Philosophy of Science, 58, no. 1, 25–43, 2007.
A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets (with S. Albeverio), Stochastics, 78, no. 5, 301–325, 2006.