Experts & Expertise

Education: Mitja Stadje

Princeton University

• PhD: May 2009
  • Department of Operations Research and Financial Engineering
  • Advisor: Patrick Cheridito
  • Graduate School Fellowship
• M.A.: July 2007

Technical University of Berlin

• Diploma in Mathematical Finance: June 2005
  • summa cum laude
  • Advisor: Alexander Schied
  • Minor: Finance, Software Engineering

Philipps University, Marburg

• Prediploma: July 2002
• Major Field: Probability Theory and Statistics
• Minor: Economics, Programming

Postgrad Education: Mitja Stadje

Tilburg University

• Assistant Professor, since September, 2010
• Department of Econometrics and Operations Research

Eurandom, Technical University of Eindhoven

• Postdoctoral Fellow, starting July, 2009
• Multivariate Risk Modelling Group
• Department of Mathematics and Computer Sciences

• (with R.J.A. Laeven) Robust Portfolio Choice and Indifference Valuation (Preprint)
• (with D. Madan and M. Pistorius) On consistent valuations based on distorted expectation: from multinomial random walks to Levy processes (Preprint)

• 2013-2016: Veni grant (3 years salary grant - 250.000 EUR), awarded by the Dutch scientific foundation NWO
• Second Gauss Prize 2010 by the German Actuarial Society (DAV) and the German Association for Insurance and Financial Mathematics (DGVFM)
• Princeton University, Full Graduate School Fellowship, 2005-2009
• Award for Excellence in Teaching, Princeton University, School of Engineering, Fall 2008

• SIAM Conference on Financial Mathematics & Engineering, Minneapolis, Minnesota, July 2012
• Young Researchers Meeting on BSDEs, Numerics and Finance, Oxford-Man Institute, July 2012
• 12th Probability and Statistics Days, Mainz, March 2012
• Research Seminar: Stochastic Analysis and Mathematical Finance, Humboldt University, December 2011
• Eurandom-ISI Workshop on Actuarial and Financial Statistics, August 2011
• Lecture day, Eurandom, Technical University of Eindhoven, December 2010
• ORFE Colloquium, Princeton University, October 2010.
• 28th European Meeting of Statistician, Piraeus, August 2010
• 9th Probability and Statistics Days, Leipzig, March 2010
• 9th Winter School on Mathematical Finance, Lunteren, January 2010
• Acutarial Seminar in Hannover, September 2009
• Conference on Stochastic Processes and Their Applications, Berlin, July 2009
• Financial and Actuarial Seminar, University of Michigan, February 2009
• Statistics and Probability Seminar, EURANDOM, Technical University of Eindhoven, February 2009
• Informs Annual Meeting, Washington D.C., October 2008
• Graduate Student Research Conference, Princeton, May 2008
• Statistics Seminar, University of Haifa, December 2007