Web Page

• MathFinance - the bridge between investment banking and academic research in mathematical finance (http://www.mathfinance.com)

Articles

1. Pricing Formulae for Foreign Exchange Options (pdf), joint with Uwe Wystup, Contribution to Encyclopedia of Quantitative Finance, Wiley. January 2009.
2. Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der Renditen (pdf, slides in German), joint with Uwe Wystup, Research Report, Center for Practical Quantitative Finance, Frankfurt School of Finance & Management. August 2008.
3. Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der Renditen (pdf, slides in German), joint with Uwe Wystup, Research Report, Center for Practical Quantitative Finance, Frankfurt School of Finance & Management. August 2008.
4. Quasi random numbers and their application to pricing basket and lookback options, joint with  Jürgen Hakala, Tino Senge and Uwe Wystup, Foreign Exchange Risk, Risk Publications, London 2002.