Yannick Limmer

Technische Universität München

Lehrstuhl für Finanzmathematik (Prof. Zagst)


Parkring 11/II
85748 Garching b. München




Short CV

Yannick Limmer graduated with a bachelor's degree in business mathematics from Ludwig-Maximilians-Universität München (LMU). Afterwards, he started his master's degree in pure mathematics with at the same institution, during which he stayed at University of Toronto for two terms within an exchange programme. He focused his studies on theoretical topics, such as functional analysis and probability theory, as well as more applied topics, like high-frequency trading and derivatives pricing. In his master's thesis, he worked on market delays in the scope of a fundamental theorem of asset pricing on large platonic markets. In his doctoral studies, he undertakes research on machine learning tools for robust hedging of callable financial products. His programme is within the IGSSE-JADS, where he is supervised by Prof. Blanka Horvath (Technische Universität München) and Prof. Johannes Muhle-Karbe (Imperial College London).