Gerd Welke

Gerd WelkeName: Gerd Welke

Office location: 164-2020

Phone number: (909) 869-2395



Ph.D. Real Estate Finance: UC Berkeley

B.Sc. (Hons.), M.Sc. Physics: University of the Witwatersrand, South Africa

Courses taught:

Fundamentals of Real Estate, Managerial Finance, Real Estate Finance, Real Estate Market Analysis and Urban Land Development.

Most recent publications:

  •  “Just-in-Time Monte Carlo for Path-Dependent American Options,” Journal of Derivatives, 15(4), Summer 2008, pp. 29-47, co-authored with S.K. Dutt.
  • “Estimating Property Values by Replication: An Alternative to the Traditional Grid and Regression Methods,” Journal of Real Estate Research, 30:4, 2008, pp. 441-460, co-authored with T.Y. Lai and K. Vandell and K. Wang.