Professor Thorsten Rheinlander

Visiting Professor

Department of Statistics

About me

Interests: Stochastic finance and insurance; hedging and valuation of derivatives; illiquid financial markets and the limit order book.

Further Information: TU Wien

Thorsten Rheinländer is the co-author of the paper Relative liquidity and future volatility with Marcela Valenzuela, Ilknur Zer and Piotr Fryzlewicz. In Press (2015). ISSN 1386-4181.