Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Felix Jung

E-mail:

felix.jung@hu-berlin.de

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Phone: +49 30 2093 1470
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Homepage:

http://felixjung.io

Office: School of Business and Economics 
Spandau Strasse 1, Room 311 
10178 Berlin
Postal address:

Ladislaus von Bortkiewicz Chair of Statistics
School of Business and Economics, Humboldt-Universität zu Berlin 

Unter den Linden 6, 10099 Berlin, Germany

Office hours: upon agreement  

 

 

Education

2013 - present:

PhD in Statistics, School of Business and Economics

Humboldt-Universität zu Berlin, Germany

2009 - 2012:

Master of International Business

Maastricht University, The Netherlands

2005 - 2013:

Diplom in Business Engineering

Karlsruhe Institute of Technology (KIT), Germany


Teaching

Research Interests

  • Default prediction
  • Recovery rate modelling
  • Credit derivatives
  • Credit risk
  • Quantitative finance