Dr Johannes Muhle-Karbe

Dr Johannes Muhle-Karbe

Visiting Fellow

Department of Mathematics

Room No
COL.3.15
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About me

Johannes is an Associate professor at the Department of Mathematical Sciences at Carnegie Mellon University. He works on stochastic processes, optimal control, and their applications to Economics and Finance. In particular, he studies market frictions such as transaction costs, and their impact on optimal trading, risk management, and asset prices.

Expertise Details

Stochastic processes; optimal control; market frictions; financial mathematics