Dr. rer. nat. Markus Wahl
Technical University of Munich
Chair of Mathematical Finance (Prof. Zagst)
Postal address
Postal:
Parkring 11/II
85748 Garching b. München
- Phone: +49 (89) 289 - 17409
- Room: 8101.02.108
- markus.wahl@tum.de
Short CV
Markus is a postdoctoral researcher at the Chair of Mathematical Finance. He obtained a PhD from Technical University of Munich with his thesis on “Optimal Investment Strategies for Asset Liability Management”, which was supervised by Prof. Dr. Rudi Zagst. Furthermore, he is the Lead Quantitative Analyst at SECARO GmbH. Markus graduated with a Master of Science in Mathematics from the University of Wisconsin-Milwaukee and he completed a Master of Science and a Bachelor of Science in Economathematics at Ulm University. During his studies, Markus worked as an intern at Swiss Re and Deutsche Bank.
Courses
- Discrete Time Finance für FIM-Studiengang (WS 2021/22, Übung)
- Insurance Mathematics 2 (SS 2021, Übung)
- Life Insurance (WS 2019/20, Übung)
- Hauptseminar: Innovations in Mathematical Finance and Actuarial Sciences (WS 2018/19)
- Winter School (FIM) (WS 2017/18)
- Financial Econometrics (FIM) (SS 2016, Übung)
- Discrete Time Finance (FIM) (WS 2015/16, Übung)
- Seminar: Risk Management in Insurance (WS 2015/16)
- Discrete Time Finance (FIM) (WS 2014/15, Übung)
Book Contributions and Conference Proceedings
2018
- Liability Driven Investments with a Link to Behavioral Finance – Chapter 11. In: Innovations in Insurance, Risk- and Asset Management. World Scientific , 2018, 275 - 311 more…