| Office: | Freihaus, green area, 7th floor |
| Mail: |
Financial & Actuarial Mathematics Vienna University of Technology Wiedner Hauptstr. 8/E105-1 1040 Vienna Austria |
| Phone: | +43 (1) 58801-10550 |
| Email: |
|
Current Projects and Publications
Book: Hedging Derivatives. With J. Sexton. World Scientific
Research Interests
- Stochastic finance and insurance
- Hedging and valuation of derivatives
- Illiquid financial markets and the limit order book