David German

this is me



David German
Department of Mathematical Sciences
Wean Hall 7213
Carnegie Mellon University
Pittsburgh, PA 15213-3890
Phone: (412) 268 - 2545
Fax:     (412) 268 - 6380
Email: dgerman@math.cmu.edu


I am a graduate student at the Mathematics Department of Carnegie Mellon University. My advisor is professor Dmitry Kramkov. My area of research is Mathematical Finance and Stochastic Analysis, more specifically my interests are in

Here is my CV. Here are my publications:
  1. On utility-based pricing and liquidity, Ph.D. Thesis, Carnegie Mellon University, expected in May 2008
  2. Large traded problem and financial equlibrium in illiquid markets, in preparation
Here are some of my talks:
  1. Equlibrium based model for a large trader, Probability and Mathematical Finance Seminar, Carnegie Mellon University, November 2007
  2. Equlibrium based model for a large trader (poster presentation),  4th CCCP Mathematical  Finance Workshop, Princeton University, December 2007
Here are the conferences that I attended.

    1. Heath lectures, The center for computational finance at Carnegie Mellon University,  May 2006
    2. 3d CCCP finance meeting, Cornell University, April 2006
    3. Bachelier Finance Society, Third world congress, Chicago, July, 2004

Here is some information about my teaching (TA):

Here is some basic personal information about me. I am originally from Moscow, Russia. I went to college at UT Austin and currently I am a graduate student at CMU. My wife Galina got her Masters degree in communication studies from Duquesne University and now communication is not a problem for us. Here are some of our family pictures.