Dr. Dr. Anton A. Shardin

Validation of credit risk model according to IRB approach; Implementation of dynamic high-frequency trading strategies (project lead, development and implementation of mathematical models); Own innovation projects for optimal asset choice, ESG risk calculation and dynamic optimal energy trading (project lead, development and implementation of mathematical models); Settlement price determination and quality assurance (technical concepts, development of tests for options and futures)

Own innovation projects for credit rating and credit risk modelling as well as for stochastic models of stress testing (project lead, development, implementation); Technical concepts, pricing and calibration of financial products; Development and implementation of interest-rate and term-structure models for bonds and defaultable bonds; Development of portfolio optimization models; Validation of operational risk model

Research area: stochastic optimal control with applications to energy storage facilities Topics of interest: stochastic processes, numerical mathematics, PDEs, HMM

Research area: stochastic optimal control. Topics of interest: stochastic processes, numerical mathematics, PDEs

Research area: applied microeconomics. Topics of interest: production functions, microeconomics, risk theory, game theory, econometrics, fuzzy sets and fuzzy logic, artificial neural networks

Thesis: „Stochastic Optimal Control Problems Under Partial Information for an Energy Storage" (in German)

Thesis: „Methods and Mathematical Models for Modelling of Corporate Strategy Under Risk Factors" (in Russian)

Semester abroad

Thesis: „Production Function Models with Regard to Risk Factors" (in Russian)