Due to Corona virus: No office hours until further notice – please get in touch by e-mail.

I have the pleasure and privilege to serve as a professor in the mathematics department of TU Berlin.

Most of my research focuses on challenges in stochastic analysis and control theory that arise in financial optimization problems. Together with Terry Lyons of the University of Oxford’s Mathematical Institute, I am spokesperson for the international research training group

Berlin-Oxford IRTG 2544 „Stochastic Analysis in Interaction“.

This term, I am teaching

and, as every term, I am offering an

  • Oberseminar for students working with me on their BSc or MSc theses.

I have taken on the administrative duty as head of the examination committees for TU Berlin’s BSc and MSc programmes in Business Mathematics.