Doctoral exam of Sebastian Herrmann
Sebastian Herrmann successfully defended his doctoral thesis entitled: "Beyond Black and Scholes: uncertainty aversion, delta-vega hedging, and bubbles and crashes". Congratulations!
Examiner: Prof. Martin Schweizer (D-MATH)
Co-examiner: external pageProf. Johannes Muhle-Karbe (University of Michigan) and Prof. Mete Soner (D-MATH)
Chair doctoral committee: Prof. Benjamin Sudakov (D-MATH)
external pageDoctoral thesis (full text with restricted access)
Benjamin Sudakov, Martin Schweizer, Sebastian Herrmann, Mete Soner and Johannes Muhle-Karbe