Personal Information

Organization / Workplace

Aachen, North Rhine-Westphalia Ghana

Occupation

Postdoctoral Research Scientist

Industry

Education

About

Research Scientist at RWTH Aachen University, and Ph.D. in Computational Mathematics, focusing on quantitative finance, uncertainty quantification, computational chemistry/biology. My research area lies in the interface of mathematical modeling, numerical analysis and simulation for
i) Developing efficient numerical methods for pricing financial derivatives, and uncertainty quantification in option pricing: based on Monte Carlo (MC), multilevel MC, Quasi-MC, sparse grids, polynomial chaos expansion, Fourier, and deep learning methods.
ii) Developing efficient simulation techniques for a robust estimation of statistical quantities for stochastic biological and chemical systems.

Tags

mathematics
stochastics
#quantitativefinance
computational biology
chemical reaction
#seminar
#quant
#stochastics
computational finance
option pricing
#quantitativefinance #math
#speaking
#rwth
#optionpricing #roughvolatility #computationalmath
#mlmc
#montecarlo
#math
#math #quantitativefinance
#optionpricing
stochastics phd
iccf2019

See more
## Presentations

(20)Personal Information

Organization / Workplace

Aachen, North Rhine-Westphalia Ghana

Occupation

Postdoctoral Research Scientist

Industry

Education

About

Research Scientist at RWTH Aachen University, and Ph.D. in Computational Mathematics, focusing on quantitative finance, uncertainty quantification, computational chemistry/biology. My research area lies in the interface of mathematical modeling, numerical analysis and simulation for
i) Developing efficient numerical methods for pricing financial derivatives, and uncertainty quantification in option pricing: based on Monte Carlo (MC), multilevel MC, Quasi-MC, sparse grids, polynomial chaos expansion, Fourier, and deep learning methods.
ii) Developing efficient simulation techniques for a robust estimation of statistical quantities for stochastic biological and chemical systems.

Tags

mathematics
stochastics
#quantitativefinance
computational biology
chemical reaction
#seminar
#quant
#stochastics
computational finance
option pricing
#quantitativefinance #math
#speaking
#rwth
#optionpricing #roughvolatility #computationalmath
#mlmc
#montecarlo
#math
#math #quantitativefinance
#optionpricing
stochastics phd
iccf2019

See more