Contact
Pfaffenwaldring 57
70569 Stuttgart
Germany
Room: 8.157
Office Hours
By appointment: email
Subject
- Mathematical Finance: equilibrium theory and expected utility maximisation.
- Probability Theory: stochastic optimal control and forward-backward stochastic differential equations.
- Continuous-time CAPM equilibria with unspanned endowments (with Christoph Czichowsky, Martin Herdegen, David Martins), July 2025, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5349066.
- A stability result for quadratic BSDEs with BMO growth at the origin (with Christoph Czichowsky, Martin Herdegen, David Martins), May 2025, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5265188.
- Measure and Probability Theory, Bachelor, Summer Semester, 2025.
- DPhil in Mathematics under the supervision of Prof Martin Herdegen, University of Stuttgart, Germany, present since Mar 2025.
- MPhil/DPhil in Statistics under the supervision of Dr Martin Herdegen, University of Warwick, UK, Oct 2021 - Feb 2025.
- BSc in MMORSE (Master of Mathematics, Operational Research, Statistics and Economics), University of Warwick, UK, Oct 2017 - Jul 2021.