I’m Leonard — a student in Financial and Insurance Mathematics (LMU) with a strong interest in stochastic processes, quantitative finance, risk management, interest rates, and trading systems.
- my master’s thesis (Robust long-term growth rate of expected utility and optimal leverage for LETFs)
- Python tools for simulation, optimization, and visualization of leverage strategies
- advanced stochastic modeling and numerical methods
- robust portfolio/utility approaches under model uncertainty
- best practices for clean, reproducible scientific code
- quantitative finance projects (backtesting, portfolio optimization, risk engines)
- research/code around stochastic volatility & jump models
- open-source tools for education and research
- performance optimization for large-scale simulations
- robust vs. nominal optimal strategies
- volatility models
- Python for finance
- mathematical modeling
https://www.linkedin.com/in/leonard-averdunk/
When I am not coding, I am probably out in the mountains.
- Quant Finance • Risk • Model Uncertainty
- Python & Numerical Methods
- Markets, Interest Rates, Trading
- Running, outdoors, sustainability