Imperial College London

ProfessorJohannesMuhle-Karbe

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
//

Contact

 

+44 (0)20 7594 0802j.muhle-karbe CV

 
 
//

Location

 

806Weeks BuildingSouth Kensington Campus

//

Summary

 

Summary

Johannes Muhle-Karbe joined the Department of Mathematics at Imperial College London in January 2019 as Chair in Mathematical Finance and Director of the CFM-Imperial Institute of Quantitative Finance.

Before this appointment, Johannes held faculty positions at Carnegie Mellon University, University of Michigan, and ETH Z├╝rich.

More information can be found at his personal website: https://wwwf.imperial.ac.uk/~jmuhleka/.

Publications

Journals

Herrmann S, Muhle-Karbe J, Shang D, et al., 2019, Inventory Management for High-Frequency Trading With Imperfect Competition

Muhle-Karbe J, Nutz M, Tan X, 2019, Asset Pricing with Heterogeneous Beliefs and Illiquidity

Gonon L, Muhle-Karbe J, Shi X, 2019, Asset Pricing with General Transaction Costs: Theory and Numerics

Guasoni P, Liu R, Muhle-Karbe J, 2019, Who should sell stocks?, Mathematical Finance, Vol:29, ISSN:0960-1627, Pages:448-482

More Publications