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Julian Sester, M. Sc.

Office Hours / Contact

Tel.: +49 761 203 3182Portrait_Julian

E-Mail: julian.sester@finance.uni-freiburg.de

Room: 2302, KG II

Office hours by appointment

 

Here you can find my CV.

Here you can find my profile on Google Scholar.

 

 

Teaching

SS 2019: Additional Tutorial, Principles of Finance

SS 2018: Additional Tutorial, Principles of Finance

WS 2017/18: Assistance, Finance in Practice

SS 2017: Additional Tutorial, Principles of Finance

WS 2016/17: Prep Course, Computational Finance

SS 2016: Tutorial, Principles of Finance

SS 2016: Assistance, IDA-Seminar: Finance in Practice

 

Research Interest

  • Model Uncertainty
  • Valuation of Financial Derivatives
  • Optimal Martingale Transport
  • Credit Risk

 

Carl-Zeiss Scholarship

I gratefully acknowledge financial support of the Carl-Zeiss Stiftung. The scholarship for my PhD-project was granted from October 2016 until September 2019.

 

Publications

  • Kurtz C., Lütkebohmert E. and Sester J. Calculating capital charges for sector concentration risk, Journal of Credit Risk 14(4), IRMC 10th Anniversary Special Issue, pp. 35-67 (doi:10.21314/JCR.2018.245), 2018.

Working Papers 

 

 

 

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