- Mean–variance optimization under affine GARCH: A utility-based solution. Finance Research Letters 59 (104749), 2024 more…
- Do Jumps Matter in Discrete-Time Portfolio Optimization? 2023, more…
- Optimal Consumption and Investment in General Affine GARCH Models. 2022, more…
- Expected Utility Theory on General Affine GARCH Models. Applied Mathematical Finance 28 (6), 2021, 477-507 more…
Ben Spies
Technische Universität München
Lehrstuhl für Finanzmathematik (Prof. Zagst)
Postadresse
Postal:
Parkring 11/II
85748 Garching b. München
- Tel.: +49 (89) 289 - 17412
- Raum: 8101.02.106
- ben.spies@tum.de
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.
Courses
- Financial Mathematics 1 (Winter 2021/22, Winter 2022/23 & Winter 2023/24 Exercises)
- Financial Mathematics 2 (Summer 2022 & Summer 2023, Exercises)