earlier
Masterclass: Models –Challenges and Risks
Johannesburg / Cape Town, November 2015
Models –Challenges and Risks
Paris, WBS Fixed Income, October 2015
Multiple Curves – Multiple Problems?
Frankfurt MathFinance 2015
Monte Carlo Methods
Commerzbank, Frankfurt, June 2014
Computational Finance
ECMI 2014 – The 18th European Conference on Mathematics for Industry (Invited Speaker), Taormina Italy, June 2014
Stochastic Volatility and Multi Curves
Ludwig-Maximilian University, Munich, April 2014
Monte Carlo Methods and its applications to CVA
Deloitte, Düsseldorf, March 2014
Stochastic Volatility Models
AQuFRR (Invited Speaker), Johannesburg South Africa, February 2014
Monte Carlo Methods (The Quants Hub)
WBS Training, London, November 2013
Workshop Discounting, Funding and LMM
WBS Fixed Income Conference, Munich, October 2013
Interest Rate Derivatives and Term Structure Models
Commerzbank, Frankfurt, July 2013
Transforming Volatility
(Invited Speaker)
RISK Quant Congress Europe, London, June 2013
Monte Carlo Methods, PRMIA
Düsseldorf, May 2013
Advanced Libor Market Models
Global Derivatives Conference Workshop
Amsterdam, April 2013
Monte Carlo Methods
WBS-Classroom Sessions, Frankfurt, April 2013
OIS, CVA and Libor Market Models (Invited Speaker)
WBS 8th Fixed Income, Vienna, October 2012
Interest Rates – From Models to Numerics
WBS-Classroom Sessions, London, May 2012
Managing Model Risk (Invited Speaker)
Global Derivatives, Barcelona, April 2012
The Affine Recursion Problem and Adjoint Methods
MathFinance, Frankfurt, March 2012
Setting up a Swaption Smile (Invited Speaker)
WBS 7th Fixed Income Conference, Berlin, October 2011
Valuation of CMS Spread Options
ICBI Global Derivatives, Paris, April 2011
Valuation of CMS Spread Options (Invited Speaker)
MathFinance, Frankfurt, March 2011
AIMS Summer School (Invited Speaker)
Cape Town, February 2011
Risk and Modelling Fixed Income Interest Rates
Marcus Evans Conference, London, September 2010
Stochastic Volatility and Lévy Models
WBS Training, 2-day seminar, London, March 2010
CMS Products and Stochastic Volatility
(with M. Wittke), QMF, Sydney, December 2009
Model risk, calibration and computation of sensitivities for Levy processes
RISK, Frankfurt, June 2009
Model Risk in Pricing and Hedging Exotic Equity Derivatives
MathFinance, Frankfurt, March 2009
CMS – First, Second and Third Generation Products
MathFinance, Frankfurt, March 2009
Monte Carlo Methods in Finance
WBS Training, 2-day seminar, London, March 2009
Monte Carlo Methods
Deloitte & Touche, Seminar, Düsseldorf, February 2008
Stochastic Volatility Models
Sungard Expert Event, Frankfurt, June 2007
Monte Carlo Simulation Software and Application to CPPI
MathFinance, Frankfurt, March 2007
Monte Carlo Methods
IFF, 2-day seminar Frankfurt, 05/2006, 11/2006, 05/2007, 10/2007, 04/2008
Exotics in Disguise
Heriot-Watt University, Edinburgh, 2006
Constant Maturity Structures in Finance
Zurich 2006
Constant Maturity Structures in Finance
Eurobanking, Copenhaven, 2005
Monte Carlo Methods
Deloitte & Touche, Seminar, Düsseldorf, May 2005
Computing Options Sensitivities
Institut Caesar, Bonn and Weierstraß Institut, Berlin, 2002
Malliavin Calculus and MC Simulation
2. Workshop for Quant Finance, University of Cologne, 2002
Kreditderivate
University of Applied Science, Cologne, 2001
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