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Jörg Kienitz
Lecturer at Faculty of Mathematics, Bergische Universität Wuppertal and University of Cape Town


Jörg has over 20 years of experience in financial institutions (PB Systems/Deutsche Postbank/Deutsche Bank), software vendor business (Reuters) and consulting (Deloitte/Quaternion). He lectures at the University of Wuppertal and the University of Cape Town. Currently he investigates the application of machine learning techniques to financial problems. Further information can be found at

Agenda Sessions

  • Exploring neural networks for pricing and calibration of stochastic volatility and term structure models