John Schoenmakers - Weierstrass Institute, Berlin

John Schoenmakers holds a PhD in theoretical probability from Delft University (Netherlands) in the field of stochastic processes. After his PhD he turned to more applied probabilistic topics with particular emphasis on finance. Since 1998 he is deputy head of the research group Stochastic Algorithms and Nonparametric Statistics at the Weierstrass Institute Berlin, where he directs the financial mathematics research.

At the Humboldt University Berlin he received his Habilitation on one of his main topics: (Libor) interest rate modeling and pricing of complex structured derivative products. In this context, John and his group developed various new simulation based methods for solving problems of optimal stopping and control. In particular, they carried out cutting edge research on policy iteration, regression based approaches, methods for multiple stopping and more. John is author of the book {Robust Libor Modelling and Pricing of Derivative Products}, and his research is documented by various publications in prestigious journals.

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