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Short CV

After his undergraduate studies in mathematics (minor economics) at the Technische Universität München, Tobias joined the elite graduate program Finance and Information Management (FIM)in October 2012. After a research project at Macquarie University in Sydney, Australia, he graduated with a thesis on "Constrained Portfolio Optimization - A Solvency II Case Study" in June 2015. Since then Tobias is doing his PhD at the Chair for Mathematical Finance in cooperation with WWK Versicherung. His main interest lies in portfolio optimization under regulatory constraints.

 

Publications in Journals

2019

  • Bienek, T.; Scherer, M.: Valuation of Contingent Guarantees using Least-Squares Monte Carlo. ASTIN Bulletin: The Journal of the IAA 49 (1), 2019, 31-56 more…

2018

  • Bienek, T.; Scherer, M.: Hedging and Valuation of Contingent Guarantees. Working Paper, 2018 more…

2016

  • Bienek, T.; Wahl, M.; Zagst, R.: Optimierung in stetiger Zeit – Dynamische Portfoliooptimierung. RISIKO MANAGER (6), 2016, 32-36 more…
  • Kyng, T.; Konstandatos, O.; Bienek, T.: Valuation of employee stock options using the exercise multiple approach and life tables. Insurance: Mathematics and Economics 68, 2016, 17–26 more…