Optimal Portfolios and Price Modelling
Presentation given at the Risk and Insurance Meeting, TU München, 06.10.2025, by prof. Ralf Korn
Objectives:
Ralf Korn is head of the the financial mathematics group at the RPTU Kaiserslautern-Landau (formerly TU Kaiserslautern) and founder and longtime head of the department “Financial Mathematics” at Fraunhofer Institute for Industrial Mathematics (ITWM).