Dr. Lilian Kramer

Interdisciplinary Center for Scientific Computing (IWR)
University of Heidelberg
Im Neuenheimer Feld 368
69120 Heidelberg, Germany

E-mail: lilian.kramer@iwr.uni-heidelberg.de





Short Curriculum Vitae

Jun 2003 Abitur, Marienschule Saarbrücken, Germany
Sep 2003 - Oct 2009 Studies of mathematics at University of Heidelberg. Minor subject: economics
Sep 2006 - Feb 2007 Studies at Paris-Sud 11 University, France (Erasmus programme)
Oct 2009

Diploma in mathematics, Faculty of Mathematics and Computer Sciences, University of Heidelberg.
Diploma thesis: "Ein Fundamentalmodell zur stochastischen Modellierung von Elektrizitätspreisen"
Nov 2009 - Dec 2013


PhD student, University of Heidelberg, member of the Heidelberg Graduate School of Mathematical and Computational Methods for the Sciences

PhD Project

Subject:

Modeling Price Formation in a Multi-Commodity Market - A Graph-Theoretical Decomposition
Approach to Complexity Reduction
Supervisors:


Prof. W. Jäger
Prof. S. Sager

Scientific Interests

Modeling and simulation of market and price dynamics
Stochastic processes, statistics
Financial mathematics, econometrics
Network optimization