Teaching


Lecture notes

I recently experimented with lecture notes online using mkdocs material. Those are work in progress, available publicly on github for forking, correcting, pulling requests, as well as the template I am using.

The following lecture notes are available:


WS 2022
• Financial Mathematics
SS 2022
• MQF - Selected Topics in Fintech: Algo Trading and Blockchain Technology
• Selected Topics in Fintech: Algo Trading and Blockchain Technology
• Stochastic Processes
WS 2021
• Financial Mathematics
SS 2021
• MQF - Advanced Computational and Programing Methods
• Selected Topics in Fintech: Algo Trading and Blockchain Technology
• Stochastic Processes
WS 2020
• MQF - Basic Math for Finance
• Financial Mathematics
SS 2020
• MQF - Selected Topics in Fintech: Algo Trading and Blockchain Technology
• Financial Statistics
• Selected Topics in Fintech: Algo Trading and Blockchain Technology
WS 2019
• MQF - Basic Math for Finance
• Financial Mathematics
SS 2019
• Backward Stochastic Differential Equations
• MQF - Python and Data Analysis
• Financial Mathematics
• Financial Statistics
• Stochastic Processes
SS 2018
• Stochastic Processes
• Risk Management and Actuarial Sciences
• Financial Mathematics
SS 2017
• Risk Management and Actuarial Sciences
• Stochastic Processes
• Foreign Exchange Derivatives: A Theoretical and Computational Introduction
WS 2016/2017
• Financial Mathematics
• Measure, Integration and Probability Theory
SS 2016
• Backward Stochastic Differential Equations
• Risk Management
• Seminar Financial Mathematics
WS 2015/2016
• Financial Mathematics
• Stochastic Processes
SS 2014
• (Super)Solutions of Backward Stochastic Differential Equations
WS 2013/2014
• Risk Preferences: Quantification — Robustness — Dynamic