Teaching

 

Herbst-/Wintersemester 2019

Lecture course - Mathematical finance

 

Hilary Term 2019

Lecture course - Exotic Derivatives

Lecture course - Quantitative Risk Management - Robust Methods

Exercise classes - Continuous Martingales and Stochastic Calculus

 

Michaelmas Term 2018

Lecture course - Financial Derivatives

Lecture course - Introduction to Probability

 

Trinity Term 2018

Lecture course - Quantitative Risk Management - Robust Methods

 

Hilary Term 2018

Lecture course - Exotic Derivatives

 

Michaelmas Term 2017

Lecture course - Financial Derivatives

Lecture course - Introduction to Probability

 

Autumn Semester 2016

Lecture course - Rough Path Theory and Regularity Structures

 

Spring Semester 2016

Seminar - Robustness in Mathematical Finance

 

Winter Semester 2014/2015

Exercise classes - Mathematical Foundation for Finance

 

Summer Semester 2014

Seminar - Ausgewählte Kapitel der stochastischen Analysis