Foto von Ben Spies

Ben Spies

Technische Universität München

Lehrstuhl für Finanzmathematik (Prof. Zagst)


Parkring 11/II
85748 Garching b. München

Short CV

Ben Spies began his studies in Mathematics and Economics at Friedrich-Alexander University in Erlangen in October 2014. After a semester abroad in Florence, Italy, he completed his bachelor’s degree in 2018 with a thesis in the fields of Discrete Optimization. After a few months of practical experience in the risk management department at Deutsche Bank AG, Ben started a graduate program at the London School of Economics, where he received the degree MSc Applicable Mathematics in 2019. The same year, in October, Ben joined the TopMath program at TUM, where since late 2020, he conducts research in the area of discrete-time GARCH models under Prof. Rudi Zagst’s supervision. 



Publications in Journals

  • Escobar-Anel, Marcos; Spies, Ben; Zagst, Rudi: Optimal Consumption and Investment in General Affine GARCH Models. Working Paper submitted for publication , 2022 more…
  • Escobar-Anel, Marcos; Spies, Ben; Zagst, Rudi: Expected Utility Theory on General Affine GARCH Models. Applied Mathematical Finance 28 (6), 2021, 477-507 more…