M. Sc.

Andreas Stein

Research Assistant
Institute of Applied Analysis and Numerical Simulation
Research Group of Computational Methods for Uncertainty Quantification

Contact

+49 711 685-69772

Allmandring 5b
70569 Stuttgart
Germany
Room: 01.036

Winter term 2019/20

Teaching Assistant

Linear Structures (SimTech)

Summer term 2019

Teaching Assistant

Stochastic Processes II

Winter term 2018/19

Teaching Assistant

Linear Structures (SimTech)

Summer term 2018

Teaching Assistant

Computational Methods for
Quantitative Finance

Winter term 2017/18

Teaching Assistant

Special Aspects in Numerical
Analysis

Summer term 2017

Teaching Assistant

Seminar on Monte Carlo Methods

Winter term 2016/17

Teaching Assistant

Linear Structures (SimTech)

Summer term 2016

Teaching Assistant

Stochastic Processes II

 

Since 2016

PhD-Student at SimTech and the Institute of Applied Analysis and Numerical Simulation, University of Stuttgart

Advisor: Prof. Dr. Andrea Barth
Co-Advisor: Prof. Dr. Rainer Helmig

2014 - 2016

Master of Science in Business Mathematics, University of Mannheim, Germany

Thesis: “Exakte Simulation von Optionspreisen und Optionspreissensitivitäten unter stochastischer Volatilität”
Supervisor: Prof. Dr. Andreas Neuenkirch

2014 - 2016

Graduate assistant at the Institute of Mathematics, University of Mannheim

2014

Internship at D-Fine GmbH, deployment at a Basel III-driven regulation project at a large state bank in Germany

2010 - 2014

Bachelor of Science in Business Mathematics, University of Mannheim, Germany
Thesis: “Limit Pricing als extensives Spiel mit sequentiellen Gleichgewichten”
Supervisor: Prof. Dr. Claus Hertling

2013 - 2014

Internship at Allianz Global Investors GmbH, Frankfurt am Main, department Multi-Asset Active Allocation Strategies

2013

Internship at KPMG AG, Frankfurt am Main, department Audit Corporate

2011 - 2013

Undergraduate assistant at the Area Banking, Finance and Insurance, University of Mannheim

A. Barth and A. Stein, Approximation and simulation of infinite-dimensional Lévy processes, Stochastics and Partial Differential Equations: Analysis and Computations, 6 (2018), pp. 286–334. https://link.springer.com/article/10.1007/s40072-017-0109-2

A. Barth and A. Stein, A study of elliptic partial differential equations with jump diffusion coefficients, ASA/SIAM Journal on Uncertainty Quantification, 6 (2018), pp. 1707–1743. https://epubs.siam.org/doi/abs/10.1137/17M1148888

A. Barth and A. Stein, A multilevel monte carlo algorithm for parabolic advection-diffusion problems with discontinuous coefficients, to appear in: Proceedings of the 13th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing, 2019. https://arxiv.org/abs/1902.02129

A. Barth and A. Stein, Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients, Preprint, 2019. https://arxiv.org/abs/1902.02130

A. Barth and A. Stein, A stochastic transport problem with Lévy noise, Preprint, 2019.

2014

PROMOS Stipendium des Deutschen Akademischen Austauschdiensts (DAAD)

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