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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 2021/22: Probability Theory for Economics and Finance (Lecture), Finance, Climate Change and the Global Energy Transition (Seminar)

Summer Term 2021: Probability Theory for Economics and Finance (Lecture), Statistik (Tutorial)

Winter Term 2020/21: Advanced Mathematics for Economics and Finance (Lecture/Tutorial)

Summer Term 2020: Statistik (Tutorial), Seminar in Quantitative Finance - Analyse Financial Data

Winter Term 2019/20: Futures and Options (Tutorial), QF-Financial Applications in R (Seminar)

Research Interests

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

 

Publications

Ansari, Jonathan, and Rüschendorf, Ludger. "Sklar's Theorem, copula products, and ordering results in factor models." Dependence Modeling (2021), 9:267-306

Ansari, Jonathan, and Rüschendorf, Ludger. "Ordering results for elliptical distributions with application to risk bounds." J. Multivariate Anal. (2020), PDF

Ansari, Jonathan, and 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