Personal Data
(download pdf-version)
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| Date of Birth |
25th of March 1979, in Dortmund, Germany |
| Marital Status |
married one child |
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Present Appointment
|
| 2011 - |
Associate Professor of Finance, Warwick Business School, University of
Warwick |
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Academic Career
|
| Summer 2010 |
Visiting Professor, Department of
Economics, University of Konstanz |
| 2009 - |
Deputy Director, Financial Econometrics Research Centre
(FERC), Warwick Business School, University of Warwick |
| 2008 - 2011 |
Assistant Professor of Finance, Warwick Business School, University of
Warwick |
| Nov. 2008, Mar. 2009 & June
2010 |
Visiting
Fellow, CREATES, School of Economics and Management, University of
Aarhus |
| 2008 |
Dr. rer. pol. (Economics), University of Konstanz |
| Sept. 2006 |
Visiting Fellow, Department of Economics, University of
Copenhagen |
| 2005 |
CORE Lecture Series on Financial Econometrics,
Université Catholique de Louvain |
| 2004 |
Summer School on "Econometrics", at Nuffield College,
University of Oxford |
| 2004 |
Summer School on "Economics and Econometrics of Market
Microstructure" at the University of Konstanz |
| 2003 - |
Research Fellow, Center of Finance and Econometrics (CoFE),
University of Konstanz |
| 2003 - 2008 |
Research Associate, Chair of Economics and Econometrics
of Prof. Dr. Winfried Pohlmeier, Department of Economics, University of
Konstanz |
| 2003 |
Diplom & Master of Mathematical Finance, University of
Konstanz |
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Teaching Experience
|
| 2012 |
Foundations of Finance, Warwick Business School,
Bachelor Level |
| 2011/2012 |
Advanced Quantitative
Methods for Finance, Warwick Business School, Ph.D. Level |
| 2011 |
Foundations of
Accounting and Finance - Financial Management, Warwick Business School,
Bachelor Level |
| 2010/2011 |
Advanced Quantitative
Methods for Finance, Warwick Business School, Ph.D. Level |
| 2010 |
Microeconometrics, Department of Economics, University
of Konstanz, Master & Ph.D. Level |
| 2010 |
Foundations of
Accounting and Finance - Financial Management, Warwick Business School,
Bachelor Level |
| 2009/2010 |
Advanced Quantitative
Methods for Finance, Warwick Business School, Ph.D. Level |
| 2009 |
Foundations of
Accounting and Finance - Financial Management, Warwick Business School,
Bachelor Level |
| 2008/2009 |
Advanced Quantitative
Methods for Finance, Warwick Business School, Ph.D. Level |
| 2007/2008 |
Financial Econometrics, Department of
Economics, University of Konstanz, Master Level |
| 2007 |
Quantitative Analysis with GAUSS, Department
of Economics, University of St. Gallen, Master Level |
| 2006/2007 |
Financial Econometrics, Department of
Economics, University of Konstanz, Master Level |
| 2004 - 2006 |
Tutor in Econometrics I, Department of Economics,
University of Konstanz |
| 2003 - 2008 |
Tutor in Financial Econometrics, Department of
Economics, University of Konstanz |
| 2001 - 2003 |
Tutor in Stochastics, Department of Mathematics,
University of Konstanz |
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Memberships
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- Society for Financial Econometrics
- Econometric Society
- German Economic Association
- International Institute of Forecasters
- European Finance Association
- Centre for International Research on
Economic (Tendency) Surveys
- Royal Economic Society
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Refereeing
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| Computational Statistics and Data Analysis,
CSDA Annals of Computational and Financial Econometrics, Empirical
Economics, Finance Research Letters, Journal of Applied Econometrics,
Journal of Economic Dynamics and Control, Journal of Economics and
Statistics, Journal of Empirical Finance, Journal of Financial
Econometrics, Journal of International Money and Finance, Optimization
Letters |
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Awards
|
| 2004 VEUK Prize for top Master Thesis in
Mathematical Finance, University of Konstanz |
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Conference
Organization
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| International Conference
on High Frequency Finance, 19th-20th
May 2006, University of Konstanz |
|
Conference on ’Individual Decision Making, High
Frequency Econometrics and Limit Order Book Dynamics’, 23rd
-24th
September 2009, Warwick
Business School |
| 'Recent Advances in Finance - Workshop
Week', 4th-8th July 2011, Warwick Business School, United Kingdom. |
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