Teaching

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