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
In the winter term of 2019/20, I am teaching
- Analysis I für Mathematiker
- Seminar on Stochastic Finance
and, as every term, I am offering an
- Oberseminar for students working with me on their BSc or MSc theses.