Wissen, was gut ist. Studieren in Chemnitz.
Forschungsinteressen
  • Zins- und Kreditmärkte
  • Quantitatives Risikomanagement
  • Stochastische Prozesse
  • Statistik
Current Research Projects:
  • Financial markets under incomplete information, in particular markets with credit risk
  • Dynamic modelling of CDO term structures
  • Statistics of term structure models
  • Energy markets