Rasmus WissmannMSc, BSc
wissmann [-at-] maths [dot] ox [dot] ac [dot] uk
Reception/Secretary: +44 1865 273525
Office: DH39Departmental Address:
I am a third year DPhil student in the Mathematical and Computational Finance Group at the Mathematical Institute. Previously I completed a MSc in Computer Science from the University of Oxford and a BSc in Mathematics from the Technical University Munich. My current work is kindly supported by EPSRC and Nomura.
I am interested in numerical and computational mathematical finance. My current research focuses on numerical PDE and MC methods for high-dimensional problems. My DPhil supervisor is Dr. Christoph Reisinger.
Numerical Valuation of Bermudan and Path-Dependent Interest Rate Derivatives via PDE Expansions, Christoph Reisinger and Rasmus Wissmann, Preprint
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