Profile of Merrin Shajan

Fields of Activity / Competences 

• Valuation Models and Algorithms for Structured Products and Derivatives
  
• Methods and Key Figures in Risk Management
• Modeling and Simulation of Pension Products
• Interest Rate Modeling

 

Publications

Major Publications

• Shajan, M.:
  Mathematical Aspects of the Chance-Risk-Classification of Start-Up Pension Products.
  Master thesis, RPTU, (2023).