Science

Mathematics

• Quasi-Monte Carlo methods
• Levy-Processes
• Annuity life tables
• Mathematica packages for financial and actuarial mathematics

I also maintain a list of my publications and talks.

Some other projects that I did, either for my research or for my studies are (not complete, only those where files are available to the public):

• Quasi-Monte Carlo Algorithms with Applications in Numerical Analysis and Finance: My PhD thesis in Technical Mathematics about several QMC algorithms and applications.

• Low-Discrepancy Sequences for C++: Low-Discrepancy sequences are used in numerical integration instead of random numbers to minimize the error. These classes for c++ (released under the GPL) implement most of the known low-discrepancy sequences.

• Die numerische Simulation von Transportgleichungen: My diploma thesis (in German) in Mathematics about the Quasi-Monte Carlo simulation of transport equations, especially the Boltzmann-Equation.

• Quasi-Monte Carlo Simulation of the Diffusion-Equation: Computer Project where I compare different low-discrepancy sequences with the Monte Carlo method and the finite differences solution.

• Interpolation: (project for Numerical Mathematics) A windows program that visualized different methods of interpolation.

• The Stieltjes-Integral (Proseminar written by me, in German): A generalization of the Riemann-Integral

Physics

• Mit HERA und ZEUS durch die Götterwelt der Teilchenphysik: Work about high energy physics especially on the German institute DESY in Hamburg. (Written in German)

• Scherrer Formula: A deduction of the Scherrer Formula that describes the size broadening in refraction experiments.

• Beyond the horizon: The history of satellites. Presentation held at the 5th Int. EURISY youth forum 1996 in Bristol / UK

• Faint Galaxies and Distant worlds: Prizewinning presentation about Astronomy held at every High school in Salzburg.

Others

• Mathematica in formal Methods: A Package for Mathematica that implements the formal language VDM-SL that is used for specifying and verifying software. With this package it is possible to treat the discrete control model together with the continuous physical model. This package was presented at the LfM 2000 NASA congress in Williamsburg, VA, USA, June 2000.

• Fatima: Wunderbare Geschichte - eine Geschichte voller Wunder: Fachbereichsarbeit über die Marienerscheinungen in Fatima, Portugal. Geschrieben von meiner Schwester Judith zur Matura in Religion 1998.

• Hiob: "ERBARMT, ERBARMT EUCH MEINER [...]! DENN GOTTES HAND HAT MICH GETROFFEN." Fachbereichsarbeit über die Leidbewältigung im Buch Hiob. Geschrieben von meiner Schwester Sieglinde zur Matura in Religion 2000.