Thorsten Rheinlander Reader in Statistics

Office: Room B607, Columbia House Mail: Department of Statistics London School of Economics Houghton Street London, WC2A 2AE United Kingdom Phone: +44 (0)20 7955 7169 Fax: +44 (0)20 7955 7416 Email: t.rheinlander(at)lse.ac.uk

Courses Taught

• ST431.1 Life Insurance
• ST432.2 Derivatives
• ST433 Computational Finance

Office hours, lectures and classes

• Michaelmas term 2010
• Lent term 2010
• Summer term 2010

MSc Risk & Stochastics

• Information for prospective students

Research Interests

• Stochastic finance and insurance
• Valuation and hedging of derivatives
• Exponential utility indifference pricing and the minimal entropy martingale measure
• Illiquid financial markets
• Microstructure models

Current Projects and Publications

LSE Home Page | Departmental Home Page