Mathematical Finance



Mathematical Finance: Theory, Modeling, Implementation. Wiley, 2007.

Order the hardcover edition at,,,,,,,, Barnes &,,,,, or your favored book store.


Tutorial Applets


In connection with my book "Mathematical Finance" a set of tutorial applets is available. An in depth discussion of the applets and the underlying methodology is given in my book.


Publications / Preprints / Working Papers

Talks / Presentations

Lectures (in German)

Diploma thesis supervised


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