Education
Diploma degree in Mathematics, TU Kaiserslautern
Doctorate programme in Mathematics, Fraunhofer Institute for Techno- and Business Mathematics + TU Kaiserslautern
Habilitation in Mathematics, TU Kaiserslautern
Work Experience
Scientific assistant with pre-degree , Fraunhofer Institute for Techno- and Business Mathematics, Kaiserslautern
Scientific Assistant with diploma, Fraunhofer Institute for Techno- and Business Mathematics, Kaiserslautern
Scientific Assistant, Fraunhofer Institute for Techno- and Business Mathematics, Kaiserslautern
W3-Deputy Professor for Stochastics, Karlsruher Institute for Technology
TU Kaiserslautern:
since 02/18 : Academical temporary council
07/16-01/18: Scientific Assistant at "Landesstelle"
07/14-06/16: Post-Doc at Graduate College 1932
01/14-06/14: Post-Doc in Project ”Robust Risk Estimation”
PostDoc, Karl-Franzens-Universität Graz
Tenure-Track Professor of Financial Mathematics and Mathematical Modeling in Economics, JKU Linz
Projects
Project Robust Risk Estimation II: Multivariate and Dynamic Extreme Events with Possibly Misspecified Models,
Extension of the Project "Robust Risk Estimation" of 07/11-03/15
Graduate College 1932 (1. Phase), Stochastic Models for Innovations in the Engineering Sciences,
Own role: Asscociated Investigator (07/2014-09/2018) + jointly responsible project part leader in Project P2: Stochastic models for system-on-chip design and Monte Carlo hardware acceleration (07/2014-06/2016)
Scientific Advisor, Fraunhofer Institute for Techno- and Economic Mathematics, Department of Financial Mathematics, Kaiserslautern.
Graduate College 1932 (2. Phase), Stochastic Models for Innovations in the Engineering Sciences,
Own role: Asscociated Investigator
Collaborative Research Centre "Quasi Monte Carlo Methods" of the FWF. Own role: Associated Investigator.
Teaching Experience
VO and UE Stochastic Processes
PS and VL Mathematical models in the economic sciences
VL and UE Special topics mathematical methods in the economic sciences
VO and UE Stochastic differential equations
SE Mathematical methods in the economic sciences
VL Probability theory and statistics
VO and UE Non-Life Insurance Mathematics
VO Life Insurance Mathematics
SE Monte-Carlo Methods in Financial and Actuarial Mathematics
Probability Concepts for Financial Markets, Pre-course in Master Studies for Finance- and Insurancemathematics
SE Optimal Investment
VO Continuous Financial Mathematics
SE Monte-Carlo-Methods
VO Extreme Value Theory
SE Continuous-Time Contract Theory (joint work with Prof. Frank Seifried)
Internship, Modelling and Option Pricing with Binomial Trees
Mentoring in the studying center, TU Kaiserslautern
Internship, Stress tests for liquidity risk of investmentfonds
Awards
Prize of the German Physics Association for excellent performance in the subject "Physics in the A levels"
Prize of the School Association for excellent performances at the A levels
Doctoral grant of the Fraunhofer Association
e-fellows.net Scholarship