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Dr. Jonathan Ansari

Research Assistant on the Department of Quantitative Finance

   
Dr. Jonathan Ansari

 
Department of Quantitative Finance
Faculty of Economics and Behavioural Science
Albert-Ludwigs-Universität Freiburg
Rempartstraße 16
79098 Freiburg i. Br.
(Germany)

 

Office Hours/Contact

Tel.: +49 761 203 9364

E-Mail: jonathan.ansari@finance.uni-freiburg.de

Room: 03-20

Office Hours: By Appointment

 

Teaching

Winter Term 19/20: Futures and Options (Tutorial), QF-Financial Applications in R (Seminar)

Research Interests

  • dependence modeling
  • risk analysis
  • factor models
  • machine learning

 

Publications

Ansari, Jonathan, Rüschendorf, Ludger. "Upper risk bounds in internal factor models with constrained specification sets." Probab Uncertain Quant Risk 5, 3 (2020)

Ansari, Jonathan. "Ordering risk bounds in partially specified factor models." Dissertation: Univ. Freiburg, Fakultät für Mathematik und Physik (2019)

Ansari, Jonathan, and Ludger Rüschendorf. "Ordering risk bounds in factor models." Dependence Modeling 6.1 (2018): 259-287.

Ansari, Jonathan, and Rüschendorf, Ludger. "Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models." Methodol. Comput. Appl. Probab. 20, No. 3 (2018): 817-838

Benutzerspezifische Werkzeuge