I am a Juniorprofessor of Stochastic Analysis and Mathematical Finance at the Institute of Mathematics, TU Berlin, and a faculty member of the Berlin Mathematical School.

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My research interests lie in stochastic analysis and mathematical finance.

I was a scientific employee at the Quantitative Products Laboratory, where I belonged to the Financial Optimization group of Peter Bank, from June 2009 to June 2011. Previously I was a post-doc in Josef Teichmann's START project "Geometry of Stochastic Differential Equations" at the TU Vienna from June 2007 until May 2009.

I received my Ph.D. from the University of Freiburg, Germany, in March 2007, studying with Ernst Eberlein. My thesis focused on the applications of semimartignales and Lévy processes in mathematical finance. I hold an M.Sc. in Financial Mathematics from the University of Warwick, UK, and a degree in Mathematics from the University of Patras, Greece.

Contact details

Address: Institut für Mathematik, Technische Universität Berlin, Straße des 17. Juni 136, 10623 Berlin, Deutschland (directions)
Office: MA 703
Tel: +49 30 314 21730
Fax: +49 30 314 24413