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Martin Herdegen is a Reader in Financial Mathematics at the University of Warwick. He holds a PhD in Mathematics from ETH Zürich. His research interests include Mathematical Finance, where he focuses on equilibrium theory with frictions, utility maximization under such conditions, and aspects of risk measures. Additionally, he delves into stochastic differential utility, financial bubbles, and market making. His work also covers Probability Theory, particularly stochastic optimal control, forward-backward stochastic differential equations, and strict local martingales. Throughout his career, Martin has supervised multiple PhD students and has been involved in numerous research projects at various institutions, including ETH Zürich and Dublin City University.
University of Warwick • Coventry
Teaching and researching in Financial Mathematics and Probability Theory.
ETH Zürich • Zürich, Switzerland
Worked under the supervision of Martin Schweizer on advanced mathematical finance topics.
Includes General, Mechanical, Civil, Electrical, Biomedical, and Manufacturing Engineering. Most programs fall under English Band A.