• Research foci

    • Economics of Derivatives
    • Asset Pricing
    • Asset Allocation
  • Education

    Venia Legendi in Business Administration, Topic: "Essays on Option Pricing"
    Ph.D. (Dr. rer. pol.) in Business Administration, University of Karlsruhe (TH), Topic: "Pricing non-redundant derivatives using entropy and cross-entropy"
    Diploma in Business Engineering, University of Karlsruhe (TH)
    1992- 1997
    Studies of Business Engineering, University of Karlsruhe (TH)
  • Positions

    since 2006
    Full Professor of Finance, Chair for Derivatives and Financial Engineering, University of Münster
    2005- 2006
    Associate Professor, Department of Business and Economics, University of Southern Denmark
    2001- 2005
    Post-Doc, Faculty of Economics and Business Administration, Goethe-Universität Frankfurt
    1997- 2001
    Ph.D.-student in Business Administration, University of Karlsruhe (TH)
  • External functions

    since 2013
    Research Fellow, Center for Financial Studies (CFS), Frankfurt
    2013- 2022
    Associate Editor, Journal of Banking and Finance
    since 2012
    Principial Investigator, SAFE, Research Area Financial Markets
    since 2003
    Member of the American Finance Association
    since 2001
    Member of the European Finance Association
    since 1998
    Member of the German Finance Association
  • Appointments

    Full professor, University of Duisburg-Essen (rejected)
    Full professor, University of Hannover (rejected)
    Full professor, Karlsruhe Institute for Technology (KIT) (rejected)