- Personal Information
- RICAM Publications
Research Scientist Financial Mathematics
Short Curriculum Vitae
- 1999-2005: Degree of Master of Science (doctorandus) in Mathematics at Utrecht
University, the Netherlands.
- 2004-2005: Research internship at Saen Options, Amsterdam, the Netherlands.
- 2005-2006: PhD student in Actuarial Mathematics at Heriot-Watt University,
- 2006-2008: PhD research student in Statistics at the University of Bath, UK.
- Sep. 2008: Research scientist in the group "Financial Mathematics" at RICAM.
- October 2009: TU Berlin
- Lévy processes
- Stochastic control problems
- Insurance mathematics
- Financial mathematics