Welcome

to my personal website! I am currently a PostDoc at the research unit FAM (Financial and Actuarial Mathematics), which is part of the Institute of Statistics and Mathematical Methods in Economics at TU Wien.

Previously, I was the coordinator of the Berlin-Oxford International Research Training Group IRTG 2544 “Stochastic Analysis in Interaction”. You can contact the IRTG via the E-mail irtg2544@math.tu-berlin.de

I completed my PhD under the supervision of Peter Friz at TU Berlin. As a Berlin math student I was part of the Berlin Mathematical School (BMS) and affiliated to the DFG-funded project CRC-TRR 388 “Rough Analysis, Stochastic Dynamics & Related Fields”.

Research interests

My research interests include

• Stochastic Numerics
• (Rough) Volatility Models
• Signature Methods, in particular for Mathematical Finance
• Market Microstructure.