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Dr. Victor Nzengang Feunou

Research Assistant of the Department of Quantitative Finance

   
Victor Nzengang Feunou

Portrait_Victor
Department of Quantitative Finance
Faculty of Economics and Behavioural Science
Albert-Ludwigs-Universität Freiburg
Bertoldstrasse 17, Alte Universität, Raum 01010
79098 Freiburg i. Br.
(Germany)

Office Hours / Contact

Tel.: +49 761 203 97826

E-Mail: victor.feunou@finance.uni-freiburg.de

Room: 01010, Alte Universität

Office hours by appointment

 

Teaching

SS 2017: Principles of Finance (Übung)

WS 2017/18: Futures and Options (Übung+Praktische Übung)

WS 2017/18: R-Vorkurs

SS 2018: Principles of Finance (Übung)

WS 2018/19: Futures and Options (Übung), Quantitative Finance - Bootstrapping and Derivative Pricing in R (Blockkurs)

 

Research Interests

  • Portfolio Optimization
  • Credit Risk
  • Optimal Stopping Problems
  • Backward Stochastics Differential Equations

 

Publications

"Essays on Utility Maximization and Optimal Stopping Problems in the Presence of Default Risk", PhD thesis, supervised by P. Imkeller.

"Dynkin Game with Asymmetric Information", mit N. Esmaeeli und P. Imkeller, Bulletin of the Iranian Mathematical Society, 2018.

"Comparison Principle Approach to Utility Maximization", mit P. Imkeller, Banach Center Publications 105(1), 143-158, 2015.

 

Papers

  • "Utility Maximization Problem: Integrability Properties of the Solution and Stability Analysis", with Prof. Dr. P. Imkeller
  • "Forward-Backward Systems for Expected Utility: Analysis of Solution and Risk Aversion Asymptotics", with Prof. Dr. P. Imkeller
  • "Stopping Problems in a Progressively Enlarged Filtration: A Two Step Decomposition Approach", with Prof. Dr. P. Imkeller
  • "Reflected BSDEs in a Progressively Enlarged Filtration: A Two Step Decomposition Approach", with Prof. Dr. P. Imkeller

 

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