- Personal Information
- RICAM Publications
Research Scientist Financial Mathematics
Short Curriculum Vitae
- born on July 14, 1969 in Kiel, Germany, married to Maria
4 children: Kolya Noah, Larissa Deborah, Jannik David, Katharina Joanna
- 1990/98: Study of mathematics and physics in Clausthal, Marburg, Kiel, Germany
- 1998: M.Ed.in the fields of mathematics and physiks, University Kiel, Germany
- 1998: M.Sc. in mathematics, minor: physics, University Kiel, Germany
- 2001: Ph.D. in Applied Mathematics (magna cum laude), University of Kiel, Germany
- now: University Kaiserslautern, http://www.mathematik.uni-kl.de/~sass
Former and Current Positions:
- 1998/01: Research Assistant, Mathematical Institute, University Kiel, Germany
- 2001/03: Postdoctoral Fellow (NSERC, MITACS) at the Department of Mathematics, UBC, Vancouver
- 2003-June 2008: Senior Postdoc in the group "Financial Mathematics" in the RICAM
- 2005-June 2008: External Lecturer at the JKU Linz and Project Leader of the FWF-Project "P17947-N12 Computation of Optimal Portfolio Policies under Partial Information"
- Mathematical finance, stochastic processes and statistics.
Special interest: Finding applicable solutions for various problems of
e.g. under transaction costs, in incomplete markets, or under partial
parameter estimation in these models.