Short CV:

  • June 2007: Diplom in Mathematics (Humboldt University)
  • July 2007 - August 2011: PhD Student (Humboldt University and Quantitaitive Products Laboratory)
  • September 2011 - present: Norddeutsche Landesbank Girozentrale

Major Research Interests:

  • Derivative Valuation under market impact
  • Hedging and optimization in limit order markets

Publications:

  • Illiquidity and Derivative Valuation; Working Paper (with Ulrich Horst)

Selected Presentations:

  • Illiquidity and Derivative Valuation; EBIM Doctoral Workshop; Bielefeld University (12/08)

Organized Workshops & Conferences: /h4>

  • Workshop on Mathematical Finance for Young Researchers; Oktober 6/7, 2008.

More Information

Contact
Quantitative Products Laboratory
c/o MBE, Postfach 302
Rosa-Luxemburg-Straße 15
10178 Berlin

e-Mail Adress:
LastName.FirstName[at]db.com