Workgroup Financial Mathematics

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About the presenter

Dr. Jörg Kienitz

Dr. Kienitz is the head of Quantitative Analysis at Deutsche Postbank AG. He is primarily involved in the developing and implementation of models for pricing of complex derivatives structures and for asset allocation. He is also lecturing at university level on advanced financial modelling and gives courses on "Applications of Monte Carlo Methods in Finance" and on other financial topics including Lévy processes and interest rate models. Jörg holds a Ph.D. in stochastic analysis and probability theory. He is a co-author of the book Monte Carlo frameworks: Building Customisable High performance C++ Applications, Wiley Finance, (2009).