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Herr Dr. Max Nendel

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1. Institut für Mathematische Wirtschaftsforschung

+49 521 106-4917  
+49 521 106-2993  
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2. Fakultät für Wirtschaftswissenschaften


Wiss. Mitarbeiter am IMW

+49 521 106-4917  
+49 521 106-2993  
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Curriculum Vitae

Personal Data
Born in Singen am Hohentwiel on May 25th, 1988. Married, 1 child. German citizen.

Academic Positions
Postdoctoral researcher, Bielefeld University, 01.04.2018 –
(Paternal leave: 19.10.2019 – 18.01.2020)
Teaching assistant, University of Konstanz, 01.05.2014 – 31.03.2018
Visiting lecturer, HTWG Konstanz, 01.10.2015 – 30.09.2017
Visiting lecturer, Universidad del Norte, Barranquilla, 01.01.2017 – 31.05.2017
Student teaching assistant, University of Konstanz, 01.10.2011 – 30.04.2014

Academic Studies
Dr. rer. nat. (Mathematics), University of Konstanz, 20.12.2017
M.Sc. (Mathematics), University of Konstanz, 21.03.2014
B.Sc. (Mathematics), University of Konstanz, 05.07.2012

Preprints and working papers
[6] Convex semigroups and their behaviour in mixed topologies on spaces of continuous functions (with B. Goldys and M. Röckner). In preparation.
[5] Wasserstein perturbations of Markovian transition semigroups (with S. Fuhrmann and M. Kupper). In preparation.
[4] Convex semigroups on lattices of continuous functions (with R. Denk and M. Kupper). Preprint, 2020. https://arxiv.org/abs/2010.04594
[3] Robust Orlicz spaces: observations and caveats (with F.B. Liebrich). Preprint, 2020. https://arxiv.org/abs/2009.09007
[2] A decomposition of general premium principles into risk and deviation (with M.D. Schmeck and F. Riedel). Preprint, 2020. https://arxiv.org/abs/2006.14272
[1] Upper envelopes of families of Feller semigroups and viscosity solutions to a class of nonlinear Cauchy problems (with M. Röckner). Preprint, 2019. https://arxiv.org/abs/1906.04430

[9] Submodular Mean Field Games: Existence and Approximation of Solutions (with J. Dianetti, G. Ferrari, and M. Fischer). Forthcoming in Ann. Appl. Probab., 2021+. https://arxiv.org/abs/1907.10968
[8] Convex semigroups on Lp-like spaces (with R. Denk and M. Kupper). Forthcoming in J. Evol. Equ., 2021+. https://arxiv.org/abs/1909.02281
[7] On nonlinear expectations and Markov chains under model uncertainty. Internat. J. Approx. Reason. 130 (2021), 226-245. https://doi.org/10.1016/j.ijar.2020.12.013
[6] Markov chains under nonlinear expectation. Math. Finance 31 (2021), 474-507. https://doi.org/10.1111/mafi.12289
[5] A note on stochastic dominance, uniform integrability, and lattice properties. Bull. Lond. Math. Soc. 52 (2020), 907-923. https://doi.org/10.1112/blms.12371
[4] A semigroup approach to nonlinear Lévy processes (with R. Denk and M. Kupper). Stochastic Process. Appl. 130 (2020), 1616-1642. https://doi.org/10.1016/j.spa.2019.05.009
[3] Regularity and asymptotic behaviour for a damped plate-membrane transmission problem (with B. Barraza, R. Denk, J. Hernández, and F. Kammerlander). J. Math. Anal. Appl. 474 (2019), 1082-1103. https://doi.org/10.1016/j.jmaa.2019.02.005
[2] Mapping properties for operator-valued pseudodifferential operators on toroidal Besov spaces (with B. Barraza, R. Denk, and J. Hernández). J. Pseudo-Differ. Oper. Appl. 9 (2018), 523-538. https://doi.org/10.1007/s11868-017-0224-x
[1] Kolmogorov-type and general extension results for nonlinear expectations (with R. Denk and M. Kupper). Banach J. Math. Anal. 12 (2018), 515-540. https://doi:10.1215/17358787-2017-0024

Selected Talks
UQOP 2020 (online), 17.11.2020
Bernoulli-IMS One World Symposium 2020 (online), 24.08.2020 – 28.08.2020
XIII Congress GAFEVOL (Universidad del Norte, Barranquilla), 29.11.2019
Vienna Congress on Mathematical Finance - VCMF 2019 (WU Vienna), 10.09.2019
ISIPTA 2019 (Ghent University), 06.07.2019
9th general AMaMeF Conference (Sorbonne Université, Paris), 12.06.2019
Research Group Computational Mechanics (TU München), 10.07.2018
Workshop - Robust Finance (University of Freiburg), 16.05.2018
Mathematical Finance Seminar (Bielefeld University), 18.04.2018
13th German Probability and Statistics Days (University of Freiburg), 01.03.2018
TULKKA Workshop (University of Ulm), 25.07.2017
Mathematical Colloquium (Universidad de los Andes, Bogotá), 23.03.2017
Spring School on Evolution Equations during the Cátedra Europa 2016
(Universidad del Norte, Barranquilla), 14.03.2016 – 18.03.2016
12th German Probability and Statistics Days (University of Bochum), 02.03.2016
2nd International Workshop on Pseudodifferential Operators and Applications
(Universidad del Norte, Barranquilla), 12.03.2015

Conference participations and poster presentations
XXI Workshop on Quantitative Finance - QFW2020 (Parthenope University, Naples), 29.01.2020 – 31.01.2020 (poster presentation)
Equilibria in Markets, Strategic Interactions, and Complex Systems (ZiF, Bielefeld), 16.07.2019 – 19.07.2019
New Frontiers in Stochastics for Economics and Finance (University of Siena), 30.05.2019 – 01.06.2019 (poster presentation)
Robust Techniques in Quantitative Finance (University of Oxford), 03.09.2018 – 07.09.2018 (poster presentation)
Mathematics of Behavioral Economics and Knightian Uncertainty in Financial Markets (ZiF, Bielefeld), 14.05.2018 - 18.05.2018

Organization of academic events
Workshop Equilibria in Markets, Strategic Interactions, and Complex Systems (ZiF, Bielefeld), 16.07.2019 – 19.07.2019 (member of the local organizing committee)
Summer school Equilibria in Financial Markets: General Equilibrium and Game Theoretic Perspectives (Bielefeld University), 08.07.2019 – 12.07.2019 (member of the local organizing committee)

Peer Reviewing
Applicable Analysis
Economic Theory
International Journal of Approximate Reasoning
Journal of Banking and Finance
Mathematics and Financial Economics
SIAM Journal of Control and Optimization

Summer term 2019: Lévy processes: analysis and applications (Bielefeld University)
Winter term 2018/19: Seminar Finance III: Stochastic Control in Economics and Finance (with Prof. Dr. Giorgio Ferrari, Bielefeld University)
Summer term 2017: Mathematik 1 (with Prof. Dr. Burkhard Lege, HTWG Konstanz)
Spring semester 2017: An Introduction to Stochastics and Mathematical Finance in Discrete Time (Universidad del Norte, Barranquilla)
Winter term 2016/17: Mathematik 1 (with Prof. Dr. Burkhard Lege, HTWG Konstanz)

Tutorials in Analysis I; Analysis II; Analysis III; Funktionalanalysis; Theorie partieller Differentialgleichungen I; Funktionentheorie; Fouriertransformation; Stochastik I; Stochastik II; Stochastik III (University of Konstanz).

Bachelor Theses
Martin Faigle (co-supervised, 2018).

Master Theses
Fynn Louis Närmann (co-supervised, in progress); Tim Kleine (co-supervised, in progress); Svea Drekshagen (co-supervised, in progress); Nathalie Evers (co-supervised, in progress); Jonas Urban (co-supervised, 2020); Katharina Willmann (co-supervised, 2020); Xuan Dang (co-supervised, 2019); Mohamed Anouar Ait lahbib (co-supervised, 2019); Yolande Tsane Nanfack (co-supervised, 2019).

Aktuelle Forschungsthemen

  • Equilibrium theory under Knightian uncertainty
  • Actuarial Mathematics
  • Stochastic processes under nonlinear expectations
  • Model uncertainty in dynamical systems
  • Nonlinear semigroups
  • Mean field games
  • Optimal control and fully nonlinear differential equations
  • Pseudodifferential operators
  • Well-posedness and stability of transmission problems
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