Diplom-Volkswirt (FU Berlin), MPhil (Cantab)
Senior Teaching Fellow in Finance; Director of Studies MSc Accounting and Finance programmes
Key Research Interests:
Yield-curve modelling, network analysis, portfolio management tools
I have a long-standing interest in developing practical fixed-income tools based on advanced yield-curve models. My theoretical work is on the combinatorial analysis of trading networks (buyer-seller networks) and on multi-sectoral growth models.
I am committed to making modern finance research accessible to practitioners and non-specialists and dedicate much of my time to developing innovative teaching materials and exploring new ways of connecting students to their subject matter. I also engage in executive education activities.
I am interested in supervising PhD projects in the field of fixed-income modelling.