July 6, 2017
From June 26-29, Prof. Alan Huckleberry and Dr. Keivan Mallahi-Karai, two of Jacobs University mathematics faculty members, ran a four-day MINT-EC workshop titled “Mathematik des Zufalls: von Irrfahrten auf Graphen über Brownsche Bewegung bis in die Finanzmathematik” (Mathematics of chance: from random walks on graphs, via the Brownian motion, to the mathematics of finance) in Koblenz-Vallendar.
With the help of the local organizers Norbert Fisseni and Rudolf Loch they worked with 20 high school students, who joined this event from all over the country.
The workshop was aimed at introducing the participants to some of the key ideas of probability theory and demonstrate their effectiveness in modeling and solving problems in the mathematics of finance. Kendra Reiter, a current second year mathematics student at Jacobs University ran five additional tutorial sessions.
On the last day of the workshop, Chenshuai Sui (math, class of 2010) joined the group. After writing her bachelor thesis on pricing American options under the supervision of Dr. Mallahi-Karai and finishing a Masters program in applied mathematics at the University of Oxford, she has been working since 2015 for Allianz in Munich on mathematical aspects of insurance . On Thursday morning, she ran a two-hour introductory talk on linear models in actuarial mathematics.
