Profile of Marcus Willems

Fields of Activity / Competences

• Regime-switching models among others filtering and consistency between continuous-time and discrete-time models
• Time series analysis and forecasting
• Modeling and simulation of retirement products
• Interest rate modeling

 

Publications

Major Publications

• Willems, M.:
  Quantization and Scenario Trees and their Application in Finance.
  Masterthesis, Technical University Kaiserslautern, (2021).
• Willems, M.:
  Regime-Switching-Models in Financial Time Series.
  Bachelorthesis, Technical University Kaiserslautern, (2018).