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General

E-mail dr@carsten-erdmann.de That's me!
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.
2014American 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