My person
General
| dr@carsten-erdmann.de |  | |
| Homepage | www.carsten-erdmann.de www.carsten-erdmann.com | |
| date of birth | 20.06.1986 | |
| nationality | german | |
| maritual status | family father of 3 children | |
Professional History
| since 03|2021 | Bundesbank Director |
| 03|2018-02|2021 | Bundesbank Senior Counsellor |
| 02|2015-02|2018 | Bundesbank Counsellor |
| since 02|2013 | Bank Examiner at the Deutsche Bundesbank in Frankfurt |
| 03|2011-01|2013 | Research Assistant at the chair for Applied Analysis, University Rostock |
Education
| 03|2013 | Dr. rer. nat. (1.0, magna cum laude), University of Rostock
Title of Dissertation: Nonlinear Black-Scholes equations - Derivation, Existence, Uniqueness, Regularity and numerical Implementation |
| 01|2011 | Diploma in Business Mathematics (1.0, summa cum laude), University of Rostock key topics: financial mathematics, applied analysis, microeconomics |
| 08|2008 | Pre-Diploma in business mathematics (1.4), University of Rostock |
| 10|2006 | Diploma student in business mathematics, University of Rostock |
| 07|2005 | Abitur (1.0), Berufsschule Parchim |
| 07|2002 | High School Diploma, Verbundene Haupt- und Realschule II Lübz |
Military Service
| 07|2005-04|2006 | 401. armored infantry battalion in Hagenow basic training, training as scouting, radio operator and sentry |
Publications
| 2011 | Analytische Methoden und die Black-Scholes-Modelle |
| ISBN: 978-3639370768, 240 Seiten, VDM Verlag Dr. Müller, Juli 2011 | |
| Derivation of stochastic volatility models with help of stochastic analysis. Price determination of european derivativs in the Ornstein-Uhlenbeck volatility model. Existence and Uniqueness of the solution viatransformation of the problem in a parabolic differential equation. Proof of the analyticity of the solution. Numeric simulations of the solution and its behaviour. | |
| 2014 | American Options and nonlinear Black-Scholes Equations - A viscosity solution Approach |
| Monografías Matemáticas García de Galdeano 39, 101–110 (2014) | |
| Existence, uniqueness and numerical approximation of solutions to a nonlinear integro-differential equation which arises in option pricing theory | |
| Electronic Journal of Differential Equations: Conference 21, 2014 |
Teaching Experience
| winter 2012 | Mathematics for electrical engineers III, University of Rostock tutor, office hours |
| spring 2012 | Mathematics for electrical engineers II, University of Rostock tutor, office hours |
| winter 2011 | Mathematics for electrical engineers I, University of Rostock tutor, office hours |
| spring 2011 | Mathematics for computer scientists II, University of Rostock tutor, office hours |
| spring 2010 | Mathematics 1.2 for student teachers, University of Rostock tutor, office hours, creating of tutorial sheets and exam, correcting of the exam |
| winter 2009 | Mathematics 1.1 for student teahers, University of Rostock tutor, office hours, creating of tutorial sheets and exam, correcting of the exam |
| spring 2009 | Analysis II for mathematicians , University of Rostock correcting of tutorial sheets |
| winter 2008 | Analysis I for mathematicians , University of Rostock correcting of tutorial sheets |
Extracurricular Activities
| 09|2010-02|2011 | research assistent, at the chair for insurance and financial mathematics at the University of Rostock |
| 01|2010-01|2011 | chairman of the student representative of the mathematicians, University of Rostock representation of student interests, participation in committees, organisation of events |
| 04|2008-09|2009 | project: "Registration of the univerity students register no. from 1419 to 1832", University of Rostock analysis und input of students register no. |
Language Skills
| German | native speaker |
| English | advanced |
| Russian | basics |
| French | basics |
Computer Skills
| Oper. systems | Windows, basics in Linux |
| Math. software | Matlab, Maple |
| Programming | C++, Pascal, PHP/HTML, SQL, R |
| Other | Open Office, Latex |