Christopher Lorenz

Financial Mathematics Group (Prof. Kühn)

portrait picture of Christopher Lorenz

I'm a Ph.D. student in financial mathematics under Prof. Christoph Kühn at Goethe University Frankfurt (department Stochastics & Financial Math).

I graduated from TU Munich where I was selected into the elite graduate programme TopMath and completed my master under Prof. Alexander Schied.

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Research Interests

My area of research is mathematical models of market microstructure, in particular optimal order execution with market impact and price formation under information asymmetry. In my Ph.D. thesis, I investigate insider trading in the discrete-time Kyle model when viewed through the lens of game theory.

This semester's lecture series for the broader public is about game theory: Ringvorlesung Mathematik 2023/24 (in German)



Goethe-Universität Frankfurt
FB 12 - Institut für Mathematik
Robert-Mayer-Str. 10
D-60325 Frankfurt am Main

Office 706

Publications (Financial Math)

Talks (Financial Math)