October 2013 - present: Scientific employee, TU Berlin
Sept 2010 - September 2013: PhD Student in Mathematics at Humboldt-Universitaet zu Berlin.
Funded by the DFG Collaborative Research Center 649 "Economic Risk".
Aug 2009: Diplom Mathematics from Humboldt-Universitaet zu Berlin
Major: Stochastics and Financial Mathematics.
Minor: Business Studies.
Major Research Interests:
Stochastics and Financial Mathematics.
- Continuous Equilibriumin in Affine and Information-Based Capital Asset Pricing Models (with Ulrich Horst, Michael Kupper and Andrea Macrina), ArXiv e-prints 2011.
- Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators (with Gregor Heyne and Michael Kupper), forthcoming in Annales de l'Institut Henri Poincaré (B), 2012./li>
- August 2012: 5th European Summer School in Financial Mathematics, École Polytechnique, Paris, France: "Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators"
- June 2012: 7th World Congress of the Bachelier Finance Society, Sydney, Australia: "Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models"
- March 2012: Annual PhD Day of the LGS in Math. Finance, LSE, London, UK: "Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models"
- July 2011: Annual Meeting of the CRC 649, Motzen, Germany: "Continuous Equilibrium under Base Preferences and Attainable Initial Endowments".
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