Moritz Voss

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Department of Statistics & Applied Probability
University of California, Santa Barbara
Santa Barbara, CA 93106, USA

Email: voss[at]pstat.ucsb.edu
Office: South Hall 5503

Current Position:

Research Interests:

Teaching at UCSB:

Spring 2018 PSTAT 171: Mathematics of Fixed Income Markets
PSTAT 182T: Tutorial in Actuarial Statistics
Winter 2018 PSTAT 120A: Probability & Statistics
PSTAT 171: Mathematics of Fixed Income Markets
PSTAT 182T: Tutorial in Actuarial Statistics
Fall 2017 PSTAT 171: Mathematics of Fixed Income Markets
PSTAT 182T: Tutorial in Actuarial Statistics

Preprints and Publications: [Google Scholar]

Education:

Ph.D. in Mathematics (Dr. rer. nat.), TU Berlin, July 2017.

Master 2 Recherche (M.Sc.) Mathématiques et Applications, Spécialité Probabilités et Finance (DEA El Karoui), Université Pierre & Marie Curie (Paris 6), October 2010.

Diploma in Mathematics applied to Finance and Economics (Dipl.-Math. oec.), TU München, April 2009.

Thesis:

Dynamic Hedging in Illiquid Financial Markets, Ph.D. Thesis, TU Berlin, 2017. Supervised by Peter Bank. [pdf]


Last update: March 20, 2018; photo Ⓒ Annette Koroll