Personen- und Einrichtungssuche

Herr Jun.-Prof. Dr. Max Nendel

Bild der Person Herr Jun.-Prof. Dr.  Max Nendel - Öffnet das Bild in voller Größe auf einer neuen Seite

Kontakt

1. Institut für Mathematische Wirtschaftsforschung

E-Mail
max.nendel@uni-bielefeld.de  
Telefon
+49 521 106-4904  
Fax
+49 521 106-2993  
Telefon Sekretariat
+49 521 106-4907 Sekretariat zeigen
Büro
UHG V10-132 Lage-/Raumplan
Sprechzeiten

nach Vereinbarung

 
Briefkasten
U/V3 1714

4. Fakultät für Wirtschaftswissenschaften

Aufgabenbeschreibung

Juniorprofessor am IMW

E-Mail
max.nendel@uni-bielefeld.de  
Telefon
+49 521 106-4904  
Fax
+49 521 106-2993  
Telefon Sekretariat
+49 521 106-4907 Sekretariat zeigen
Büro
UHG V10-132 Lage-/Raumplan
Sprechzeiten

nach Vereinbarung

 

Curriculum Vitae

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

Academic Positions
Assistant professor (salary level W1), Bielefeld University, 01.06.2021 –
Postdoctoral researcher, Bielefeld University, 01.04.2018 – 31.05.2021
(Paternal leave: 19.10.2019 – 18.01.2020)
Visiting lecturer, Universidad del Norte, Barranquilla, 01.01.2017 – 31.05.2017
Visiting lecturer, HTWG Konstanz, 01.10.2015 – 30.09.2017
Teaching assistant, University of Konstanz, 01.05.2014 – 31.03.2018
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

Third party funding
PI in the Project C7 Markovian dynamics under model uncertainty of the Bielefeld University CRC 1283 funded by the German Research Foundation (Deutsche Forschungsgemeinschaft), 01.01.2022 - 30.06.2025.

Preprints and working papers
[3] Operator semigroups in the mixed topology and the infinitesimal description of Markov processes (with B. Goldys and M. Röckner). Preprint, 2022. https://arxiv.org/abs/2204.07484
[2] Convex monotone semigroups and their generators with respect to Gamma-convergence (with J. Blessing, R. Denk, and M. Kupper). Preprint, 2022. https://arxiv.org/abs/2202.08653
[1] A unifying framework for submodular mean field games (with J. Dianetti, G. Ferarri, and M. Fischer). Preprint, 2022. https://arxiv.org/abs/2201.07850

Publications
[14] Separability vs. robustness of Orlicz spaces: financial and economic perspectives (with F.B. Liebrich). Forthcoming in SIAM J. Financial Math. (2022+). https://arxiv.org/abs/2009.09007
[13] Wasserstein perturbations of Markovian transition semigroups (with S. Fuhrmann and M. Kupper). Forthcoming in Ann. Inst. H. Poincaré Probab. Statist. (2022+). https://arxiv.org/abs/2105.05655
[12] Convex semigroups on lattices of continuous functions (with R. Denk and M. Kupper). Forthcoming in Publ. Res. Inst. Math. Sci. (2022+). https://arxiv.org/abs/2010.04594
[11] Upper envelopes of families of Feller semigroups and viscosity solutions to a class of nonlinear Cauchy problems (with M. Röckner). SIAM J. Control Optim. 59 (2021), 4400-4428. https://doi.org/10.1137/20M1314823
[10] Submodular Mean Field Games: Existence and Approximation of Solutions (with J. Dianetti, G. Ferrari, and M. Fischer). Ann. Appl. Probab. 31 (2021), 2538-2566. https://doi.org/10.1214/20-AAP1655
[9] A decomposition of general premium principles into risk and deviation (with M.D. Schmeck and F. Riedel). Insurance Math. Econom. 100 (2021), 193-209. https://doi.org/10.1016/j.insmatheco.2021.05.006
[8] Convex semigroups on Lp-like spaces (with R. Denk and M. Kupper). J. Evol. Equ. 21 (2021), 2491-2521. https://doi.org/10.1007/s00028-021-00693-3
[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
Oberseminar Rough Paths, Stochastic Partial Differential Equations, and Related Topics (TU Berlin), 23.06.2022
FDM Seminar (University of Freiburg), 10.06.2022
Oberseminar Stochastische Analysis (University of Konstanz), 07.06.2022
Taming Uncertainty and Complexity in Economics and Finance (LUISS University, Rome), 27.05.2022
Workshop on Stochastic Games and Martingale Optimal Transport (Università degli Studi, Milan), 06.05.2022
Stochastics and Finance Seminar (The University of Sydney), 27.04.2022
13th International Workshop on Stochastic Models and Control (Lübeck-Travemünde), 16.03.2022
Berlin Probability Colloquium (Humboldt University, Berlin), 12.01.2022
CMStatistics 2021 (King's College, London / online), 20.12.2021
Weekly Seminars on Risk Management and Actuarial Science (University of Waterloo / online), 09.12.2021
German Probability and Statistics Days 2021 (University of Mannheim / online), 28.09.2021
6th Berlin Workshop for Young Researchers in Mathematical Finance (online), 24.08.2021
ISIPTA 2021 (Granada / online), 07.07.2021
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)
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 and support of academic events
Risk Measures and Uncertainty in Insurance (Leibnizhaus, Hannover), 19.05.2022 – 20.05.2022 (co-organization with Felix-Benedikt Liebrich, Frank Riedel, and Gregor Svindland)
ISIPTA 2021 (Granada / online), 06.07.2021 – 09.07.2021 (member of the program committee).
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
Applied Probability Journals
Economic Theory
Finance and Stochastics
International Game Theory Review
International Journal of Approximate Reasoning
Journal of Banking and Finance
Mathematics and Financial Economics
Mathematics of Operations Research
Methodology and Computing in Applied Probability
Stochastics and Dynamics
SIAM Journal of Control and Optimization

Further academic activities
Reviewer for Mathematical Reviews/MathSciNet, 10.08.2021 –
Member of the examination board for the doctoral degree of Thomas Krak (Ghent University), 07.05.2021
Member of the faculty council (Department of Mathematics and Statistics, University of Konstanz), 01.10.2015 – 30.09.2016

Teaching
Summer term 2022: Mathematik II für Wirtschaftswissenschaften (Bielefeld University)
Winter term 2021/22: Mathematik I für Wirtschaftswissenschaften (Bielefeld University)
Summer term 2021: Mathematik II für Wirtschaftswissenschaften (Bielefeld University)
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 für Maschinenbau KE (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 für Maschinenbau KE (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).

Supervised Ph.D. theses
Alessandro Sgarabottolo (in progress); Jan Streicher (in progress); Sven Fuhrmann (co-supervision, in progress).

Supervised Master's theses
Shekhzad Khudeeda (in progress); Tim Kleine (in progress); Fynn Louis Närmann (co-supervision, 2021); Svea Drekshagen (co-supervision, 2021); Nathalie Evers (co-supervision, 2021); Jonas Urban (co-supervision, 2020); Katharina Willmann (co-supervision, 2020); Xuan Dang (co-supervision, 2019); Mohamed Anouar Ait lahbib (co-supervision, 2019); Yolande Tsane Nanfack (co-supervision, 2019).

Supervised Bachelor's theses
Martin Faigle (co-supervision, 2018).

Aktuelle Forschungsthemen

  • Economic and financial modeling under Knightian uncertainty
  • Optimal control and fully nonlinear differential equations
  • Nonlinear semigroups and their generators
  • Model risk in actuarial mathematics
  • Mean field games
  • Model uncertainty in the context of default and bankruptcy risk
  • Optimal transport
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