Professorship of Economical Mathematics
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Prof. Dr. Bernd Luderer
Prof. Dr. Bernd Luderer
Mail Chemnitz University of Technology
Department of Mathematics
Reichenhainer Str. 41
09126 Chemnitz
Building/room Room 714
Phone +49 - 371 - 531 - 32153
Fax +49 - 371 - 531 - 22329
E-Mail bluderer@mathematik.tu-chemnitz.de

Prof. Dr. rer. nat. habil. Bernd Luderer. Born in Chemnitz 1949. Study of mathematics 1967 - 1972, Master of Science at the Chemnitz University of Technology (formerly Technische Universitaet Karl-Marx-Stadt), Germany. 1972-1975 aspirant, PhD 1976 at the Lomonossov State University, Moscow. 1988 Habilitation, Chemnitz University of Technology. 1971-1972, 1975-1980 Assistant, 1980-1988 Senior Assistant, 1989-1992 Assistant Professor of Mathematics, 1992 Professor of Mathematics (Chair of Business Mathematics) at the Department of Mathematics, Chemnitz University of Technology. Visiting professor 1980 Banach Centre Warsaw, 1983 Lomonossov State University, Moscow, 2007 Mongolian State University, Ulan Bator; 2008 Anadolu University Eskisehir (Turkey). Editor of the series "Mathematik im Studium" (EAGLE publisher), "Studienbuecher Wirtschaftsmathematik" (vieweg+teubner publisher), and "Wirtschaftsmathematik/Wirtschaftsstatistik" in the journal WISU.

Lectures

  • Mathematics for Economists
  • Optimization
  • Nonlinear Programming
  • Financial Mathematics
  • Mathematics of Investment Banking
  • Operations Research: Methods and Models
  • Operations Research: Logistics

Fields of interest

Publications (selection)

  • The Lagrange principle and quasidifferential calculus, Wiss. Zeitschrift TU Karl-Marx-Stadt 29 (1987) 2, 187-192 (jointly written with K. Eppler)
  • A simultaneous method for checking second-order Kuhn-Tucker conditions for equality constrained nonlinear programming problems, Systems Analysis, Modelling, Simulation 5 (1988) 1, 53-59 (jointly written with F. Körner)
  • The quasidifferential of an optimal value function in nonsmooth programming, Optimization 20 (1989) 5, 597-613
  • On the implementation of quadratic programming algorithms, Systems Analysis, Modelling, Simulation 6 (1989) 9, 699-707 (jointly written with F. Körner)
  • Quasidifferenzierbare Optimierungsprobleme und primale Dekomposition, Mitteilungen der Math. Gesellschaft der DDR, (1989) 3-4, 19-32
  • On Shapiro's results in quasidifferential calculus, Mathematical Programming 46 (1990) 403-407 (jointly written with R. Rösiger)
  • Directional derivative estimates for the optimal value function of a quasidifferentiable programming problem, Mathematical Programming, Ser. A, 51 (1991) 3, 333-348
  • On necessary minimum conditions in quasidifferential calculus: independence of the specific choice of quasidifferentials, Optimization 22 (1991) 5, 643-660 (jointly written with R. Rösiger and U. Würker)
  • Does the special choice of quasidifferentials influence necessary minimum conditions? Proc. 6th French-German Conf. Optimization (Lambrecht, Germany, 1991), Lecture Notes in Econ. and Math. Syst. 382, Springer Verlag, Berlin 1992, 256-266
  • Optimierung des Längsteilens von Blechen bei der Kernherstellung im Transformatorenbau, Operations Research Proceedings 1991, DGOR, Papers of the 20th Annual Meeting, Springer Verlag, Berlin 1992, 374-380
  • A generalized steepest descent method for continuously subdifferentiable functions, optimization 30 (1994), 119-135 (jointly written with J. Weigelt)
  • Some remarks on sufficient conditions for nonsmooth functions, Optimization 49 (2001) 3, 293-301 (jointly written with K. Eppler)
  • A solution method for a special class of nondifferentiable unconstrained optimization problems (jointly written with J. Weigelt) Computational Optimization and Applications 24 (2003), 83-93
  • Ein einheitlicher Zugang zum Pricing von Swaps, Preprint 2000-14, Fakultät für Mathematik, TU Chemnitz (jointly written with O. Zuchanke)
  • Preisanpassung im Oligopol: Wie aussagekräftig ist ein Zahlenbeispiel? (jointly written with A. Zeh), Jahrbücher für Nationalökonomie und Statistik 223 (2003) 4, 449-463
  • Mathematische Grundlagen des Investment Banking, in: H.-J. Hockmann, F. Thießen: Investment Banking, Schäffer Verlag 2002
  • Bewertung und Hedging von Swaptions, Wirtschaftswissenschaftliches Studium (WiSt), (jointly written with D. Akume, G.-W. Weber)12 (2003), 635-640
  • Pricing and Hedging of Swaptions, Journal of Computational Technologies (Vycislitelnye Technologii) 8 (2003) 4, 5-14 (jointly written with D. Akume, G.-W. Weber)
  • Identification of point sets by quasidifferentiable functions, Optimization 54 (2005) 4-5, 411-420 (jointly written with A. Herklotz)
  • Algorithms of Quasidifferentiable Optimization for the Separation of Point Sets, in: Recent Advancements in Optimization and Optimal Control (Chichuluun, Pardalos, Rentsen, Tseveendorj, eds.), Springer, Berlin 2008 (jointly written with D. Wagner)

Author of the following textbooks

Contributions to books

  • Mathematische Grundlagen des Investment Banking, in: Investment Banking, H. J. Hockmann, F. Thießen (Hrsg.), Schäffer-Poeschel Verlag Stuttgart, 2002, 2nd edition: 2007, pp 154-188, ISBN 978-3-7910-2590-2

Editor and translator of the following books

Editor of the series EAGLE-GUIDE "Mathematik im Studium"

Editor of the series "Teubner Studienbücher Wirtschaftsmathematik"

Business Mathematics

Head of the commission Business Mathematics at the Department of Mathematics, Chemnitz University of Technology, Germany

ERASMUS

ERASMUS coordinator
Partner universities within SOKRATES/ERASMUS: Université de Toulouse Le Mirail, Middle East Technical University Ankara (Turkey), Anadolu University Eskisehir (Turkey), Karadeniz Teknik University Trabzon (Turkey), Kocaeli University Izmit (Department of Mathematics), Pamukkale Unviversity Denizli (Department of Mathematics)