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Dr. Victor Nzengang Feunou

Research Assistant of the Department of Statistics and Econometrics

   
Victor Nzengang Feunou

Portrait_Victor
Department of Statistics and Econometrics
Faculty of Economics and Behavioural Science
Albert-Ludwigs-Universität Freiburg
Platz der Alten Synagoge 1, KG II, Room 2.310
79098 Freiburg i. Br.
(Germany)

Office Hours / Contact

Tel.: +49 761 203 2341

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

Room: 2.310, KG II

Office hours by appointment

 

Teaching

Summer 2017: Principles of Finance (Tutorial)

Winter Term 2017/18: Futures and Options (Tutorial+Practical Tutorial), R-Preparation Course

Summer Term 2018: Principles of Finance (Tutorial)

Winter Term 2018/19: Futures and Options (Tutorial), Quantitative Finance - Bootstrapping and Derivative Pricing in R (Block Course)

Summer Term 2019: Portfolio Management (Tutorial), Principles of Finance (Tutorial)

 

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

 

Benutzerspezifische Werkzeuge