Contact
Rämistrasse 101
8092 Zurich
Switzerland
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Winter term 2019/20 |
Teaching Assistant |
Linear Structures (SimTech) |
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Summer term 2019 |
Teaching Assistant |
Stochastic Processes II |
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Winter term 2018/19 |
Teaching Assistant |
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Summer term 2018 |
Teaching Assistant |
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Winter term 2017/18 |
Teaching Assistant |
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Summer term 2017 |
Teaching Assistant |
Seminar on Monte Carlo Methods |
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Winter term 2016/17 |
Teaching Assistant |
Linear Structures (SimTech) |
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Summer term 2016 |
Teaching Assistant |
Stochastic Processes II |
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2016 - 2020 |
PhD-Student at SimTech and the Institute of Applied Analysis and Numerical Simulation, University of Stuttgart Advisor: Prof. Dr. Andrea Barth |
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2014 - 2016 |
Master of Science in Business Mathematics, University of Mannheim, Germany Thesis: “Exakte Simulation von Optionspreisen und Optionspreissensitivitäten unter stochastischer Volatilität” |
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2014 - 2016 |
Graduate assistant at the Institute of Mathematics, University of Mannheim |
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2014 |
Internship at D-Fine GmbH, deployment at a Basel III-driven regulation project at a large state bank in Germany |
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2010 - 2014 |
Bachelor of Science in Business Mathematics, University of Mannheim, Germany |
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2013 - 2014 |
Internship at Allianz Global Investors GmbH, Frankfurt am Main, department Multi-Asset Active Allocation Strategies |
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2013 |
Internship at KPMG AG, Frankfurt am Main, department Audit Corporate |
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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: Fully discrete numerical approximation, Preprint, 2019. https://arxiv.org/abs/1910.14657
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2014 |
PROMOS Stipendium des Deutschen Akademischen Austauschdiensts (DAAD) |
- Numerical Analysis for Parabolic PDEs with Random Discontinuous Coefficients
Workshop Numerical Methods for SPDE: 20 Successful Years and Future Challenges, Institut Mittag-Leffler Stockholm, 2019 - A stochastic transport problem with Lévy noise
RWTH Aachen, 2019 - Numerical Analysis for Parabolic PDEs with Random Discontinuous Coefficients
International Congress on Industrial and Applied Mathematics (ICIAM), Valencia, 2019 - Partial differential equations with random discontinuous coefficients
poster presentation, 11th SimTech Statusseminar 2018, Bad Boll - Elliptic partial differential equations with random jump diffusion coefficients
Summer School on Uncertainty Quantifications for PDEs, ETH Zurich, 2018 - An adaptive Multilevel Monte Carlo algorithm for advection-diffusion PDEs with random discontinuous coefficients
13th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing, Rennes, 2018 - Uncertainty Quantification beyond the Gaussian case
SimTech Milestone presentation, Stuttgart, 2018 - Advection-diffusion PDEs with random discontinuous coefficients
SIAM Conference on Uncertainty Quantification, Garden Grove, 2018 - Advection-diffusion equations with random jump coefficients
poster presentation, 2nd International Conference in Simulation Technology, Stuttgart, 2018 - Elliptic partial differential equations with random jump diffusion coefficients
poster presentation, 10th SimTech Statusseminar, Bad Boll, 2017 - An adaptive multilevel Monte Carlo algorithm for elliptic PDEs with jump diffusion coefficients
11th International Conference on Monte Carlo Methods and Applications, Montréal, 2017 - Stochastic partial differential equations with Lévy noise
Workshop: Recent Developments in Numerical Methods with Applications in Statistics and Finance, Mannheim, 2017 - Approximation and simulation of infinite-dimensional Lévy processes
poster presentation, 9th SimTech Statusseminar, Bad Boll, 2016 - Approximation and simulation of infinite-dimensional Lévy processes
9th SimTech Statusseminar, Bad Boll, 2016