Conferences / Seminar Talks


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


University of Applied Science, Cologne, 2001

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