Education
- PhD in Financial Mathematics, Humboldt University Berlin, 2011
- Diploma in Mathematics, University of Bonn, 2008
Professional Activities
- Firmwide Stress Methodology, UBS, 2018-
- Chapter “Stress Testing and Scenario Generation”, Swiss Risk Association, 2019-
- Market and Firmwide Risk Model Validation, UBS, 2011-2018
Teaching
| V-Nr | Course | Start / End | Date | Lecturers | Room |
|---|---|---|---|---|---|
| 3846 |
03VL22MO0044
|
from 18.09.2023
to 08.01.2024
|
Mo 08:00-09:45 | Björn Assmann Dominik Hammer Markus Mocha | siehe Details |