Short CV

In 2006, Steffen Schenk started studying financial and business mathematics at the Technical University of Munich. After the pre-diploma, he switched to the elite graduate master program "Finance and Information Management" organized by the Technical University of Munich and the University of Augsburg. After working on multivariate default models and their application on credit derivatives during a research stay at the University of Toronto, he wrote his master thesis on "CIID models – A new multivariate default model based on CGMY-type processes”. Since May 2011, Steffen is working at the Chair of Mathematical Finance with credit risk being his research priority.

Courses

• Computational Methods for Finance (WS 2014/15)
• Seminar Grundlagen des Aktien- und Optionspreishandels (SS 2013)
• Masterseminar Numerical methods for the risk management of financial positions (SS 2013)
• FIM Projekt in cooperation with BayernLB (SS 2013)
• Masterseminar Selected Topics in Mathematical Finance (WS 2012/13)
• Continuous Time Finance (FIM) (WS 2012/13)
• Bachelorseminar Methods of financial mathematics for risk management (WS 2012/13)
• Simulating Copulas (WS 2012/13) (Tutor)
• Computational Methods for Finance (SS 2012) (Tutor)
• FIM Projekt in cooperation with BayernLB (SS 2012)
• Hauptseminar: Alternative Investments: Modeling, Pricing and Hedging (SS 2011)