Carl von Ossietzky University of Oldenburg - Department of Mathematics

Prof. Dr. Gero Junike


Curriculum Vitae (short version):

 since 11/2020: Assistant Professor (Juniorprofessor) for insurance and financial mathematics at Carl von Ossietzky University of Oldenburg, Germany.
         2020: (3m) Postdoc at Finance and Insurance Group, Vrije Universiteit Brussel, Belgium, with Carole Bernard and Steven Vanduffel.
2019-2020: (1.5y) Spezialist for algorithmic trading strategies, Finovesta GmbH, Dusseldorf, Germany.
2016-2019: (3y) PhD Student, Universitat Autònoma de Barcelona, Spain.
         2017: (1y) Stay at KU Leuven, Belgium with Wim Schoutens.
2013-2015: (2y) Risk Manager at HSBC, Dusseldorf, Germany.
2011-2013: (2y) Master in Mathematics (with honors), TU Braunschweig, Germany.
2008-2011: (3y) Bachelor in Mathematics, TU Braunschweig, Germany.

Publications and Preprints:

Junike, G. (2019). Representation of Distortion Risk Measures and Applications, Scandinavian Actuarial Journal , [pdf]
Junike, G., Arratia, A., Cabaña, A., and Schoutens, W. (2019). American and exotic options in a market with frictions. The European Journal of Finance , [pdf]
Guillaume, F., Junike, G., Leoni, P., and Schoutens, W. (2018). Implied liquidity risk premia in option markets. Annals of Finance , [pdf]
Junike, G. and Schoutens, W. (2018). Performance of Advanced Stock Price Models when it becomes Exotic: an Empirical Study, submitted.
Junike, G. (2019). Advanced Stock Price Models, Concave Distortion Functions and Liquidity Risk in Finance, PhD thesis [pdf]

Research Interests:

Financial Mathematics
Actuarial Mathematics
Concave Distortion Functions
Conic Finance
Limit Order Book Modelling


Carl von Ossietzky University
Department of Mathematics
Carl-von-Ossietzky-Str. 9 - 11
26129 Oldenburg, Germany


Office hours: On appointment
Office: W01 2-232
Phone: +49 441 798-3729