Prof. Dr. David Prömel

Prof. Dr. David Prömel

Assistant Professor in Mathematical Finance
University of Mannheim
Institute of Mathematics
B 6, 26 - Room B4.02
68159 Mannheim

Research Interests

My research interests are stochastic analysis and mathematical finance with current focus on martingale optimal transport, model-free financial mathematics, pathwise stochastic calculus (for financial applications), rough paths, paracontrolled distributions, regularity structures, Skorokhod embedding problem, stochastic (partial) differential equations.

Short CV

2019- now     Assistant professor (tenure-track) at University of Mannheim
2017-2019     Lecturer at University of Oxford
2015-2017     Postdoctoral researcher at ETH Zürich
                          with Prof. Josef Teichmann
2012-2015     Ph.D. student at Humboldt-Universität zu Berlin
                          supervisor: Prof. Peter Imkeller
2010-2011     Studies in mathematics at Imperial College London
2007-2012     Studies in mathematics with economics at Humboldt-Universität zu Berlin

Preprints

Papers

Proceedings

  • Continuity of the Ito map on Nikolskii spaces, with Peter K. Friz, MFO Report No. 24/2016.
  • Stochastic Analysis with Modelled Distributions, with Josef Teichmann, MFO Report No. 24/2016.

Theses

  • Robust Stochastic Analysis with Applications, 2015, PhD thesis;
    supervisor: Peter Imkeller.
  • Minimal Supersolutions for non-Markovian BSDEs, 2012, Diploma thesis;
    supervisor: Peter Imkeller.