**Affiliation:**

Humboldt-Universität zu Berlin

Department of Mathematics

**Research Interests**:

Applied Mathematical Finance

Dark Markets and Hidden Liquidity

Optimal Order Placement

**Brief CV:**

- 07/2000: PhD in Mathematics (Humboldt University)
- 08/2001-12/2004: Postdoctoral positions at Princeton University and Humboldt University
- 01/2005-06/2007: Assistant Professor; Department of Mathematics, University of British Columbia Vancouver
- 07/2007-06/2011: Deutsche Bank Professor of Applied Mathematical Finance; Humboldt University
- 07/2011-present: Full Professor; Department of Mathematics, Humboldt University

**Selected Publications**:

- Hidden liquidity and its market impact; Preprint (with G. Cebiroglu)
- Optimal display of iceberg orders; Preprint (with G. Cebiroglu)
- When to cross the spread: curve following with singular control; Prepring (with F. Naujokat)
- On derivatives with illiquid underlying and market manipulation;
*Quantitative Finance* 11(7), 1051-1066 (with F. Naujokat)

**Editorial Activities**:

- Co-Editor,
*Mathematics and Financial Economics*
- Associate Editor,
*SIAM Journal of Financial Mathematics*
- Associate Editor,
*Journal of Economic Dynamics and Control*

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