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 and Technomathematics.
If you want to talk to me please come to my office hours in
MA702 MA772 (for now) that I typically offer on Tuesdays between 12:00 and 13:00.