Dozent mit Lehrauftrag

Lectures

  • Stochastische Finanzmathematik I (Stochastic Finance I), WS 2021/22
  • Interest Rate Modelling and Derivative Pricing, since WS 2018/19

Short CV

  • 2004 Diplom in Mathematics at TU Dresden
  • 2007 PhD (Dr. rer. nat.) in Mathematics at TU Dresden
  • 2007 - 2012 Consultant and Senior Consultant at d-fine GmbH, Frankfurt
  • 2011 MSc Mathematical Finance, University of Oxford
  • 2012 - 2013 Associate Director at UBS, London
  • since 2013 Manager and Senior Manager at d-fine GmbH, Frankfurt 
  • since 2018 Instructor at HU Berlin

Research Interests

  • Interest rate and FX modelling
  • Derivative pricing methodologies via PDE and Monte Carlo methods
  • Sensitivity calculation via Algorithmic Differentiation

 

 

Contact

HU Berlin

Mail: sebastian.schlenkrich [at] hu-berlin.de

d-fine GmbH

Mail: sebastian.schlenkrich [at] d.fine.de

Phone: +49-162-263-1525