Before coming to Tilburg as an assistant professor in September 2016, I held postdoctoral positions at the University of Duisburg-Essen, Saarland University, and the University of Bonn. In February 2012, I defended my doctoral dissertation on Non-asymptotic Error Bounds for Sequential MCMC Methods, written under the supervision of Andreas Eberle at the Institute for Applied Mathematics, University of Bonn.
Please find my CV here.
My research focuses on Monte Carlo simulation methods, in particular MCMC and LSMC, often in connection with problems from quantitative finance and risk management. I am also interested in the economics of risk, uncertainty, information and time.