PhD Students



Dr. Thomas Seiferling


Thomas has studied continuous-time recursive utility, with a particular emphasis on the Epstein-Zin parametrization and applications to consumption-portfolio optimization problems. He successfully defended his thesis in 2016.



Dr. The Anh Nguyen

The's research interest has focused on post-crisis multi-curve interest rate modeling. The successfully defended his thesis in 2016.



MSc Daniel Hoffmann

Daniel investigates optimization algorithms in the context of Monte Carlo simulation. He also studies the foundations of continuous-time recursive utility.