Dipl.-Ing. Mag. Sebastian Stöckl
Room: o 3.07 / 2

Tel.: +43 (512) 507 - 7685
Fax: +43 (512) 507 - 9809

E-Mail:  Sebastian.Stoeckl@uibk.ac.at
Sebastian Stöckl



Curriculum vitae:

Sebastian Stöckl was born 1981 in Munich. Beginning in 2001 he 2007 finished his studies in technical Mathematics and Business Administration, where he specialised in Stochastics and Statistics, discrete Mathematics and Banking and Finance at the University of Innsbruck and Universidad de Cantabria. He completed his studies with a joined Diploma Thesis on “The processing of information in a mathematical market model”.

Afterwards he did an Internship in the Credit Risk Portfolio Department of Credit Suisse in Zurich and worked as a Research Assistant and Financial Analyst for Porsche Automobil Holding SE. Since 2009 he is working for Prof. Michael Hanke at the Department of Banking and Finance of the University of Innsbruck and since 2010 at the Chair of Finance at the University of Liechtenstein. As of 2012 he is also working in the FWF-Project “Value Based IT Investment Portfolio Management” at the Department of Information Systems, Production and Logistics Management at the University of Innsbruck.

Since 2009 he is studying in the PHD Program in Economics at the University of Innsbruck, with specialization in Microeconomics and Finance. Selected courses also brought him to the Universities of Konstanz and Zurich.

Besides lectures in Investment and Finance, Portfolio Management and Financial Analysis, and Private Banking he also teached at the Ramkhamhaeng University in Bangkok. He additionally took part in an Advanced Risk and Portfolio Management Workshop in New York and the Fourth European Summer School in Financial Mathematics at the ETH Zurich.

 

Main research interests:

  • Mathematical Finance
  • Behavioural Finance
  • Utility Theory
  • Information Asymmetry and Market Efficiency
  • Risk Management
  • Real Option Analysis

 

 

Publications

(Note: Download of Publications (PDFs) only for your personal, non commercial use. Not for any redistribution.)

Contributions to Books/Anthologies (Original Papers)
  • Stöckl, S. (2009):
    Die Riemannsche Vermutung.
    Wohlgemuth, M., Mathematisch für Anfänger, Spektrum Verlag, 2. Auflage.
Contributions to Conferences and Workshops
  • Müller, M.; Stöckl, S.; Zimmermann, S. (2012): 
    Valuation of Interdependent IT Projects – A Real Option Approach Considering Unhedgeable Risks.