Ludger Overbeck is Professor of Mathematics at the University of Gießen, specializing in stochastic processes, as well as mathematical financial and quantitative methods in risk management. His research covers a wide range of topics from infinite-dimensional stochastic analysis, like measure-valued processes, path-dependent stochastic equations and partial differential equations; pricing issues such as term structure modelling for credit products; risk management like portfolio credit risk; and the axiomatic approach to systemic dynamic risk measures. He gained broad professional experience in risk-management quantification issues during his career with the Deutsche Bundesbank, Deutsche Bank, UniCredit and Commerzbank.
