Supervision/Examiner of the following PhD, Diploma and Master Thesis Projects:


University of Cape Town

“Quantization Techniques”, PhD
“The Trolle-Schwartz Model”, MSc
“Money Market Basis Spreads”, MSc
“Modern Pricing of Caps”, MSc
“Collocation Methods in Finance”, MSc

University of Oxford

„Pricing CMS Spread Options using Copulas”, MSc
„Pricing of CMS Spread Options under Stochastic Volatility”, MSc

University of Bremen

„Stochastic Volatility using Riemannian Geometry”, MSc

Frankfurt School

„Analyse von strukturierten Sparprodukten am Beispiel des Gold-Sparens“ , MSc

University of Applied Science Koblenz

„Early Exercise in StochVolatility Libor Models”, MSc
„Policy Iteration for Exotic American Options“, MSc
„Optimization and Calibration“, MSc
„Asset Allocation and Copulae“, MSc
„Optionsbewertung mittels Fouriertransformation“, MSc

University of Konstanz

„Lévy Prozesse und exotische Derivate“, Diploma

University of Wuppertal

„Zeitabhängiges Heston Modell“, Diploma

University of Bonn

„Exotische Aktienderivate und Stochastische Volatiliät“, Diploma
„Bermudan Swaptions in Short Rate Models“, Diploma

University of Applied Science Cologne

„Eigenkapitalunterlegung bei Kreditderivaten”, Master


University of Cape Town

“Affine Models”, PhD

University of Wuppertal

“Volatility and Correlation Modelling”, PhD

University of Cape Town

“Efficient Implementation of the Heston-Hull-White Model”, MSc

University of Stellenbosch

„ Monte Carlo pricing of American options in jump models”, PhD

University of the Witswatersrand

„Stochastic Volatility Models: Calibration, Pricing and Hedging”, MSc

University of Cape Town

„A survey of some modern fast Fourier Transform-based methods to value vanilla early exercise options“, MSc