I am a postdoctoral research associate at the Princeton University, currently working with René Carmona and Ronnie Sircar.

I completed my PhD under the supervision of Zehra Eksi-Altay and Paul Eisenberg. My specialties are term structure models and fixed-income markets.

My interests include stochastic analysis in infinite dimensions, volatility and term structure models, machine learning and neural network methods in finance as well as model calibration.

Office

Operations Research and Financial Engineering, Vienna University of Economics and Business, 

Sherrerd Hall, Charlton Street, Princeton, New Jersey 08544, Room 113