Pascal Heider

Pascal Heider
PD Dr. Pascal Heider
Address:
Mathematisches Institut der Universität zu Köln
Weyertal 86-90
50931 Köln, Germany
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Short Bio
I studied mathematics and computer science at Cologne University. After finishing my Diploma in 2002 I attended Bell-Labs as research scholar and started my PhD thesis, which I finished in 2005 in Cologne. Afterwards I returned to Bell-Labs and Columbia University for a two-year post-doc time sponsored by a Feodor-Lynen scholarship of the Alexander von Humboldt-Foundation. I received the venia legendi at Cologne University in May 2010.
My research interests are in computational finance, scientific computing and numerical analysis.