Short CV

Jan-Frederik Mai studied Business Mathematics at the University of Ulm until October 2007. In June 2010, he received his doctorate from the Technical University of Munich on the valuation of portfolio credit derivatives using special multivariate exponential distributions. Since then, he has continued to research the mathematical foundations and extensions of this work and successfully completed his habilitation thesis on multivariate exponential distributions with a latent factor structure at the Technical University of Munich in January 2014. Since October 2010, he has been working in portfolio management at the Munich-based asset manager XAIA Investment.

Deputy Professor Risk & Insurance

PD Dr. Jan-Frederik Mai will be Deputy Professor for Risk & Insurance during the summer term 2018 at the Chair of Mathematical Finance and will hold the lecture in Continuous Time Finance. 

Courses

• Continuous Time Finance (SS 2018)