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.