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Marcel Ortgiese


Senior Lecturer in Probability

Probability laboratory at Bath
Department of Mathematical Sciences
University of Bath

Contact

Email: m.ortgiese { at } bath.ac.uk
Office: 4W 3.40
Phone: +44 1225 383618
Address: Department of Mathematical Sciences
University of Bath
Claverton Down
Bath
BA2 7AY
United Kingdom

Teaching

Winter 2018/19 MA20224 Probability 2A (Moodle - Bath users only)
Winter 2017/18 MA50196 Financial Derivatives
Winter 2016/17 MA50196 Financial Derivatives

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Publications

Preprints

Publications

Translation

PhD Thesis

  • Stochastic processes in random environment
    PhD, University of Bath, 2009.
    PDF
My articles on: arxiv, MathSciNet, Google Scholar, Orcid.

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