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Universität Bielefeld
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Herr Dr. Max Nendel

1. Institut für Mathematische Wirtschaftsforschung

+49 521 106-4917  
+49 521 106-2993  
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+49 521 106-6909Sekretariat zeigen
UHG V10-133 Lage-/Raumplan

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2. Fakultät für Wirtschaftswissenschaften


Wiss. Mitarbeiter am IMW


+49 521 106-4917  
+49 521 106-2993  
Telefon Sekretariat
+49 521 106-6909Sekretariat zeigen

nach Vereinbarung


3. SFB 1283 "Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications" / C5: Finanzmarktgleichgewichte bei Knightscher Unsicherheit

Curriculum Vitae

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

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

Academic Positions
Postdoctoral researcher, Bielefeld University, 01.04.2018 –
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

[10] On nonlinear expectations and Markov chains under model uncertainty, Preprint, 2019.
[9] Convex semigroups on Banach lattices (with R. Denk and M. Kupper). Preprint, 2019.
[8] Submodular Mean Field Games: Existence and Approximation of Solutions (with J. Dianetti, G. Ferrari and M. Fischer). Preprint, 2019.
[7] Upper envelopes of families of Feller semigroups and viscosity solutions to a class of nonlinear Cauchy problems (with M. Röckner). Preprint, 2019.
[6] Markov chains under nonlinear expectations. Preprint, 2018.
[5] A note on stochastic dominance, uniform integrability, and lattice properties. Forthcoming in Bull. Lond. Math. Soc., 2020+.
[4] A semigroup approach to nonlinear Lévy processes (with R. Denk and M. Kupper). Forthcoming in Stochastic Process. Appl., 2020+.
[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.
[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.
[1] Kolmogorov-type and general extension results for nonlinear expectations (with R. Denk and M. Kupper). Banach J. Math. Anal. 12 (2018), 515-540.

Selected Talks
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
Journal of Banking and Finance
Mathematics and Financial Economics
Economic Theory
Applicable Analysis
International Journal of Approximate Reasoning

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
Jonas Urban (co-supervised, in progress); Katharina Willman (co-supervised, in progress); 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
  • Stochastic processes under nonlinear expectations
  • Model uncertainty in dynamical systems
  • Nonlinear semigroups
  • Optimal control and fully nonlinear differential equations
  • Pseudodifferential operators
  • Well-posedness and stability for transmission problems