#### Research Interests

### Primary Interests (including publications in peer-reviewed journals)

**Conceptual Foundations and Philosophy of Physics**
- Philosophical interpretation of quantum mechanics
- Mathematical structures in quantum probability and quantum information theory
- Mathematical structures in quantum field theory
- SR, GRT
- Time, information and entropy
- A link between general relativity and finance

**Abstract Analysis**
- Geometry of Banach spaces
- Operator algebras
- Non-commutative functional analysis
- Operator spaces and quantum information

**Operator Theory**
- Operator ideals and tensor norms
- Factorization of linear operators
- The principle of local reflexivity for operator ideals

**Measure Theory and Stochastic Analysis**
- Martingale theory
- Stochastic integration
- Malliavin calculus
- Vector measures and POVMs

**Mathematical Foundations of Financial Analysis**
- Mathematical finance
- Pricing and hedging of contingent claims
- Incomplete markets (including Lévy processes and non-continuous semimartingales in general, utility maximisation)
- Application of functional analytic and convex analytic methods to problems of mathematical finance
- Approximation problems in financial modeling
- Financial risk measurement (risk measures, credit risk modelling, CCR, CVA, DVA, enhancements of Basel III)

### Membership in Research Networks

### Refereeing Activities

### Online Databases for Mathematical Research

### Further Interests

**Differential Geometry**
**Number Theory**
**Cryptology (i.e., Cryptography and Cryptoanalysis)** [Many thanks to Peter Wagner for pointing this highly fascinating subject out to me!]

Current Version: January 7, 2018