Oliver Faulhaber
Curriculum Vitae


Contents: Contact | Personal | Education | Professional Experience | Memberships | Publications


Contact: [Top of the page]

E-mail:

oliverfaulhaber@gmx.de

Website:

www.oliverfaulhaber.de

Personal: [Top of the page]

Place of Birth:

Ludwigshafen/Rhein, Germany

Citizenship:

German

Education: [Top of the page]

Oct 1998 - Sep 2002

M.Sc. course "Management Mathematics" at the University of Kaiserslautern, specialization in "Financial Mathematics", successful participation in the "ECMI" and "Mathematics International" programs

Jul 2001 - Nov 2001

Study abroad at the National University of Singapore

Sep 2003 - Jan 2006

Qualification as German Actuary (Aktuar DAV), specialization in health insurance

Oct 2006 - today

Ph.D. student at the University of Mannheim, Faculty of Mathematics and Computer Science

Professional Experience: [Top of the page]

Mar 2002 - May 2002

Internship at Commerzbank AG, Frankfurt, department "Quantitative FX research"

Jul 2002 - Oct 2007

Actuarial department of Mannheimer Krankenversicherung AG, Mannheim

Nov 2007 - today

Risk Manager at Mannheimer AG Holding, Mannheim

Memberships: [Top of the page]

DAV

Deutsche Aktuarvereinigung
(German Association of Actuaries)

DGFVM

Deutsche Gesellschaft für Finanz- und Versicherungsmathematik
(Germany Society for Financial and Insurance Mathematics)

RMA

Risk Management Association

SAV

Schweizerische Aktuarvereinigung
(Swiss Association of Actuaries)

Publications: [Top of the page]

July 2002

"Analytic Methods for Pricing Double Barrier Options in the Presence of Stochastic Volatility"
Diploma Thesis, University of Kaiserslautern, supervised by Prof. Ralf Korn





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Last updated: September 9, 2008