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

  1. 2017

    1. A. Barth and A. Stein, “A study of elliptic partial differential equations with jump diffusion  coefficients,” 2017.
  2. 2016

    1. A. Barth and A. Stein, “Approximation and simulation of infinite-dimensional Lévy processes,” 2016.
    2. A. Stein, “Exakte Simulation von Optionspreisen und Sensitivitäten unter  stochastischer Volatilität,” Germany, 2016.
  3. 2013

    1. A. Stein, “Limit Pricing als extensives Spiel mit sequentiellen Gleichgewichten,” Germany, 2013.

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

2014

PROMOS Stipendium des Deutschen Akademischen Austauschdiensts (DAAD)

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