Daniel Guterding
Professor of Applied Mathematics at Brandenburg University Of Applied Sciences
Based in Brandenburg on the Havel, Germany
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Seniority
Director
Department
Education
Location
Brandenburg on the Havel
Industry
Higher Education
Company size
260
Contact information
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d•••••••@th-brandenburg.de
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Background
About Daniel Guterding
Strong problem solver with in-depth knowledge of quantitative finance and software development. Enthusiastic about modelling and understanding complex real-world phenomena. Quantitative knowledge: Numerical methods for partial and stochastic differential equations (Finite difference, Monte Carlo). Option pricing within stochastic local volatility models based on Heston and SABR (with mean-reversion). Software development skills: Programming in Python, C++, C#, F# and SQL. Object-relational mapping for SQL Databases.
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