Frederik Stefan Herzberg

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Frederik Stefan Herzberg (born October 3, 1981 in Frankfurt am Main ) is a German (business) mathematician .

Life

After graduating from the Lessing-Gymnasium in Frankfurt am Main in 2000 , he studied mathematics and philosophy at the University of Bonn , where he received his diploma in 2003. 2005 also followed in Bonn at Sergio Albeverio the promotion of Dr. rer. nat. in mathematics (dissertation on stochastic nonstandard analysis and path-dependent optimization problems ). The years 2003-2005 he spent mainly at the University of Oxford ( Merton College ), where he received his doctorate ( DPhil ) in financial mathematics with Terence Lyons in 2006 (dissertation on price valuation of complex options of the American exercise type). After he was appointed junior professor at the Institute for Mathematical Economic Research (IMW) at Bielefeld in 2007, he completed his habilitation there in 2011 in the field of economic theory (with a collection of papers on decision- making and equilibrium-theoretical applications of model theory ); In 2016, he was appointed adjunct professor there . Longer research stays took him to the universities in Berkeley , Princeton and finally Munich ; There he completed his habilitation in philosophy again in 2017 (habilitation thesis on epistemological and decision- theoretical aspects of Bayesianism ). Since 2015 he has also been a member of the Bielefeld Institute for Interdisciplinary Studies of Science (I²SoS).

His current research interests are model theory , probability and decision theory , epistemology and science theory , philosophy of religion and university didactics of mathematics.

Publications (selection)

  • Frederik S. Herzberg, Vladimir Kanovei, Mikhail Katz, Vassily Lyubetsky: Minimal axiomatic frameworks for definable hyperreals with transfer. In: Journal of Symbolic Logic. Volume 83, No. 1, 2017, pp. 385-391 ( doi: 10.1017 / jsl.2017.48 ).
  • Frederik S. Herzberg: Stochastic calculus with infinitesimals . Springer, Berlin 2013, ISBN 3-642-33148-3 .
  • Frank Riedel , Frederik S. Herzberg: Existence of financial equilibria in continuous time with potentially complete markets. In: Journal of Mathematical Economics. Volume 49, No. 5, 2013, pp. 398-404 ( doi: 10.1016 / j.jmateco.2013.07.001 ).
  • Frederik S. Herzberg: Hyperreal expected utilities and Pascal's Wager. In: Logique et Analysis. Volume 54, No. 213, 2011, pp. 69-108.
  • Frederik S. Herzberg: The consistency of probabilistic regresses. A reply to Jeanne Peijnenburg and David Atkinson. In: Studia Logica. Volume 94, No. 3, 2010, pp. 331-345 ( doi: 10.1007 / s11225-010-9242-x ).
  • Frederik S. Herzberg: Internal laws of probability, generalized likelihoods and Lewis' infinitesimal chances - a response to Adam Elga. In: British Journal for the Philosophy of Science. Volume 58, No. 1, 2007 pp. 25-43 ( doi: 10.1093 / bjps / axl028 ).
  • Sergio Albeverio , Frederik S. Herzberg: A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets. In: Stochastics. Volume 78, No. 5, 2006, pp. 301-325 ( doi: 10.1080 / 17442500600900707 ).

Web links

personal data
SURNAME Herzberg, Frederik Stefan
BRIEF DESCRIPTION German mathematician
DATE OF BIRTH 3rd October 1981
PLACE OF BIRTH Frankfurt am Main