Contacting Members

Rasmus Wissmann

Rasmus Wissmann

Rasmus Wissmann

MSc, BSc

  • DPhil student

eMail: wissmann [-at-] maths [dot] ox [dot] ac [dot] uk
Contact Form

Phone Number(s):

Reception/Secretary: +44 1865 273525
Direct: +44 1865 280613

Office: DH39

Departmental Address:

Mathematical Institute
24-29 St Giles'
Oxford
OX1 3LB
England

Research Interests: 

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. 

Major/Recent Publications: 

Numerical Valuation of Bermudan and Path-Dependent Interest Rate Derivatives via PDE Expansions, Christoph Reisinger and Rasmus Wissmann, Preprint
Last updated by on Sat, 30/03/2013 - 5:39pm.
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