About

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Welcome to my personal research blog. I am an applied mathematician working as a professional in the field of equity derivatives valuation and financial risk management.

 

Here you can find my Google Scholar profile and my ResearchGate profile

 

 

About me

  • Since June 2018: Head of equity and equity derivatives valuation at Deka Investment GmbH in Frankfurt am Main, Germany
  • Nov 2014 – May 2018: Financial risk controller at Deka Investment GmbH in Frankfurt am Main, Germany
  • Oct 2014: Graduation (Dr. rer. nat), University of Mainz, Germany, Advisor: Prof. Dr. Martin Hanke-Bourgeois, Dissertation: Anomaly Detection in Random Heterogeneous Media: Feynman-Kac Formulae, Stochastic Homogenization and Statistical Inversion
  • Dec 2008 – Nov 2014: Research Assistant at the Institute of Mathematics, University of Mainz, working on a subproject of the project Inverse Problems in Electrostatics and Electrodynamics (PIs Prof. Dr. Martin Hanke Bourgeois, Prof. Dr. Andreas Kirsch, Prof. Dr. Jijun Liu and Prof. Dr. Lassi Päivärinta) within a trilateral Chinese-Finnish-German research initiative funded by the Deutsche Forschungsgemeinschaft (DFG)
  • Oct 2013: Visiting scientist at the Department of Mathematics and Statistics, University of Helsinki, Finland, Host: Prof. Dr. Lassi Päivärinta
  • Jan 2013: Visiting scientist at Laboratoire LSIS, Equipe Signal et Image, Université du Sud Toulon-Var, France, Host: Prof. Dr. Sylvain Maire
  • Dec 2011: Visiting scientist at the Department of Mathematics and Statistics, University of Helsinki, Finland, Host: Prof. Dr. Nuutti Hyvönen
  • Nov 2008: Diploma in Mathematics with minor in Physics, University of Mainz, Germany, Advisor: Prof. Dr. Claus Schneider, Thesis: Behandlung von Randintegralgleichungen mit Qualokationsverfahren, die Splines mit mehrfachen Knoten verwenden (in German)

 

Contact 

You can contact me via email:

math(at)simon-martin(dot)net

 

Disclaimer 

This is a personal blog. As such the opinions expressed here are my own and do not necessarily represent those of my employer. Furthermore, all information on this blog is for educational purposes only, in particular it is not intended to provide any financial advice.

Accountability for content
The contents of my pages have been created with the utmost care. However, I cannot guarantee the contents’ accuracy, completeness or topicality. According to statutory provisions, I am furthermore responsible for my own content on these web pages. In this context, please note that I am accordingly not obliged to monitor merely the transmitted or saved information of third parties, or investigate circumstances pointing to illegal activity. Our obligations to remove or block the use of information under generally applicable laws remain unaffected by this as per §§ 8 to 10 of the Telemedia Act (TMG).

Accountability for links
Responsibility for the content of external links (to web pages of third parties) lies solely with the operators of the linked pages. No violations were evident to us at the time of linking. Should any legal infringement become known to us, we will remove the respective link immediately.

Copyright
My web pages and their contents are subject to German copyright law. Unless expressly permitted by law (§ 44a et seq. of the copyright law), every form of utilizing, reproducing or processing works subject to copyright protection on my web pages requires the prior consent of the respective owner of the rights. Individual reproductions of a work are allowed only for private use, so must not serve either directly or indirectly for earnings. Unauthorized utilization of copyrighted works is punishable (§ 106 of the copyright law).

 

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