Affiliation: Worcester Polytechnic Institute
Stephan Sturm is the Associate Professor of Mathematical Sciences at Worcester Polytechnic Institute (WPI) in Massachusetts and currently spends his sabbatical at the Chinese University of Hong Kong and NYU. After obtaining his Ph.D. in Mathematics from TU Berlin (Germany), he became a Postdoctoral Research Associate and Lecturer at the Department of Operations Research and Financial Engineering at Princeton University before joining WPI as a faculty member. Sturm's research covers mainly different areas of financial mathematics, but he is interested in stochastic modeling in general, such as applications to climate science. In finance, his work is devoted in particular in questions of value adjustments for derivative securities (XVAs), optimal portfolio selection, and systemic risk in financial markets.