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German-Tunisian Doctoral Training in Applied Stochastics

Partner: Universität Wuppertal Lehrstuhl Stochastik, University Tunis "El Manar"


Project: Financial crises motivates the research in progress in mathematical modeling, where interest rates with jumps are involved in the model. In general, financial crises motivates the training of young scientists on financial stochastic models including jumps, making theoretical knowledge in stochastic processes driven by non-Gaussian noise necessary. The stochastic groups from BUW and the Laboratory of Stochastic Analysis and Applications in Tunis plan to develop an intensive training for German-Tunisian researchers, Ph.D. and qualified Master students in the following subjects:

  • Stochastic financial models
  • Calibration through ergodicity and large deviation analysis
  • Statistical methods for financial models
  • Systemic risk analysis through copula

Implementation of the project:

  • A. The stochastic group of BUW will visit the Laboratory of Stochastic Analysis and Applications of the University Tunis "El Manar" from 13.10.2013 to 26.10.2013. During this period both groups from Tunis and BUW will progress in the research problem with Trabelsi as well as deliver courses for approx. 30 students.
  • B. The stochastic group of Tunis will visit the stochastic group at BUW from 01.12.2013 to 22.12.2013 and will progress in research with C. Trabelsi, as well as in possibly new research problems discussed during the visit in October in Tunisia. Both groups from Tunis and BUW will deliver (one week) courses for 6 selected Tunisian students. The courses will be open to German Ph.D. and Master students from BUW (having already the required background, in case of continuation of the courses started in Tunis).

At the end 2 Tunisian Ph.D. student will be selected. These will be supervised in the future, during their Ph.D. theses, by both, the Laboratory of Stochastic Analysis and Applications in Tunis, chaired by Prof. Dr. Ouerdiane, as well as the stochastic group at BUW chaired by Prof. Dr. B. Rüdiger.