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 2 children | |

# Professional History

since 03/2018 | Bundesbank Senior Counsellor |

since 02/2015 | 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 Rostockrepresentation 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 |