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Dr. Jonathan Ansari

Wissenschaftlicher Mitarbeiter an der Abteilung für Quantitative Finanzmarktforschung

   
Dr. Jonathan Ansari

 
Abteilung für Quantitative Finanzmarktforschung
Wirtschafts- und Verhaltenswissenschaftliche Fakultät
Albert-Ludwigs-Universität Freiburg
Rempartstraße 16
79098 Freiburg i. Br.
(Germany)

 

Sprechzeiten / Kontakt

Tel.: +49 761 203 9364

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

Raum: 03-20

Sprechzeiten: Nach Vereinbarung

 

Lehre

WS 21/22: Probability Theory for Economics and Finance (Vorlesung), Finance, Climate Change and the Global Energy Transition (Seminar)

SoSe 21: Probability Theory for Economics and Finance (Vorlesung), Statistik (Übung)

WS 20/21: Advanced Mathematics for Economics and Finance (Vorlesung und Übung)

SoSe 20: Statistik (Übung), Seminar in Quantitative Finance - Analyse Financial Data

WS 19/20: Futures and Options (Übung), QF-Financial Applications in R (Seminar)

Forschungsinteressen

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

 

Preprints

Ansari, Jonathan. "On a version of a multivariate integration by parts formula for
Lebesgue integrals" (2022), arXiv

J. Ansari, E. Lütkebohmert, A. Neufeld, and J. Sester. "Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information" (2022), arXiv

 

 

Publikationen

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

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