University of California, Santa Barbara

Santa Barbara, CA 93106, USA

Email: detering[at]pstat.ucsb.edu

Office: South Hall 5505

Office Hours: Wednesday 5:00-6:00 pm (MATH CS 120)

Monday 5:00-6:00 pm (Undergraduate Advising)

*PSTAT 210:*Measure Theory for Probability*MATH CCS 121:*Probability and Combinatorics

*MATH CS 120:*Special Topic (Random Graphs and Random Matrices) (Spring 2020)*PSTAT 210:*Measure Theory for Probability (Fall 2019)*MATH CCS 121:*Probability and Combinatorics (Spring 2019)*PSTAT 160A:*Applied Stochastic Processes (Winter 2019)*PSTAT 160A:*Applied Stochastic Processes (Fall 2018)*PSTAT 170:*Introduction to Mathematical Finance (Spring 2018)*PSTAT 223C:*Advanced Topics in Financial Modeling (Systemic Risk) (Spring 2018)*PSTAT 170:*Introduction to Mathematical Finance (Fall 2017)*PSTAT 210:*Measure Theory for Probability (Fall 2017)*PSTAT 170:*Introduction to Mathematical Finance (Winter 2017)*PSTAT 221B:*Advanced Probability Theory (Random Graphs and Systemic Risk) (Winter 2017)*PSTAT 210:*Measure Theory for Probability (Fall 2016)

*Financial Mathematics:*Systemic risk, energy markets and model risk*Probability theory:*Stochastic Analysis and Random graphs, especially percolation on random graphs

*Abstract polynomial processes*, with F.E. Benth and P. Krühner

submitted, 2020*Stochastic Volterra integral equations and a class of first order stochastic partial differential equations*, with F.E. Benth and P. Krühner

submitted, 2020*Accuracy of Deep Learning in Calibrating HJM Forward Curves*, with F.E. Benth and S. Lavagnini

submitted, 2019-
*Suffocating Fire Sales*, with T. Meyer-Brandis, K. Panagiotou and D. Ritter

submitted, 2018 *Financial Contagion in a Stochastic Block Model*, with T. Meyer-Brandis, K. Panagiotou and D. Ritter

accepted**International Journal of Theoretical and Applied Finance***Independent increment processes: A multilinearity preserving property*, with F.E. Benth and P. Krühner

accepted**Stochastics: An International Journal of Probability and Stochastic Processes***An Integrated Model for Fire Sales and Default Contagion*, with T. Meyer-Brandis, K. Panagiotou and D. Ritter

accepted**Mathematics and Financial Economics***Serotonergic axons as Fractional Brownian Motion paths: Insights into the self-organization of regional densities*, with S. Janusonis, R. Metzler and T. Vojta

accepted:**Frontiers In Computational Neuroscience***Directed Chain Stochastic Differential Equations*with J.-P. Fouque and T. Ichiba

**Stochastic Processes and their Applications**, 130(4) April 2020, Page 2519-2551*Bootstrap percolation in directed and inhomogeneous random graphs*, with T. Meyer-Brandis and K. Panagiotou

**Electronic Journal of Combinatorics**, 26(2), 2019, Page 1-43*Managing Default Contagion in Financial Networks*, with T. Meyer-Brandis, K. Panagiotou and D. Ritter

**SIAM Journal on Financial Mathematics**, 10(2), 2019, Page 430-465*Quadratic hedging with multiple assets under illiquidity with applications in energy markets*, with C. Christodoulou and T. Meyer-Brandis

**International Journal of Theoretical and Applied Finance**, Vol. 21, No. 04, 2018*Systemic Risk in Networks*, with T. Meyer-Brandis, K. Panagiotou and D. Ritter

**Network Science - An Aerial View from Different Perspectives, 2019**, Editors: F. Biagini, G. Kauermann, T. Meyer-Brandis*A stochastic approach to serotonergic fibers in mental disorders*, with S. Janusonis

**Biochemie**, 2018*The Model Risk of Contingent Claims*, with N. Packham

**Quantitative Finance**, 16:9 , Page 1357-1374, 2016*Pricing and hedging asian-style options in energy*, with F.E. Benth

**Finance & Stochastics**, Vol. 19(4), Page 849-889, 2015*Model risk in incomplete markets with jumps*, with N. Packham

**Springer Proceedings in Mathematics & Statistics**, Vol. 99, K. Glau et al: Innovations in Quantitative Risk Management, 2014*Return distributions of equity-linked retirement plans under jump and interest rate risk*, with A. Weber and U. Wystup

**European Actuarial Journal Vol.**3(1), Page 203-228., 2013*Return distributions of equity-linked retirement plans*, with A. Weber and U. Wystup

**Statistical Tools for Finance and Insurance**, 2.Ed., Berlin: Springer, S. 393-413., 2011