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Lectures

  • Advanced stochastic modeling, University of Vienna, Fall 2022.
  • Linear Algebra, University of Vienna, Fall 2022.
  • Financial Mathematics and Insurance Mathematics, University of Vienna, Fall 2022.
  • Advanced stochastic modeling, University of Vienna, Spring 2022.
  • Seminar in Statistics for Master Studies (Machine Learning in Finance), University of Vienna, Spring 2022.
  • Mathematical Optimization, University of Vienna, Spring 2022.
  • Advanced stochastic modeling, University of Vienna, Fall 2021.
  • Linear Algebra, University of Vienna, Fall 2021.
  • Introduction to Mathematical Finance, University of Vienna, Fall 2021.
  • Advanced stochastic modeling, University of Vienna, Spring 2021.
  • Seminar in Statistics for Master Studies (Machine Learning in Finance), University of Vienna, Spring 2021.
  • Mathematical Optimizsation, University of Vienna,Spring 2021.
  • Advanced stochastic modeling, University of Vienna,Fall 2020.
  • Linear Algebra, University of Vienna,Fall 2020.
  • Introduction to Mathematical Finance, University of Vienna,Fall 2020.
  • Mathematical Optimization, University of Vienna, Spring 2020.
  • Mathematical Finance I, Université de Paris, Spring 2020.
  • Machine Learning in Finance, Université de Paris, Spring 2020.
  • Machine Learning in Finance (Master/PhD), Vienna University of Economics and Business,Fall 2019.
  • Continuous time finance I, Vienna University of Economics, Spring 2019.

    IPhyton Notebooks: Poisson process., Brownian motion.

  • Mathematical Finance (discrete time), University of Vienna, Autumn 2018.
  • Stochastic analysis, University of Vienna, Autumn 2017.
  • Mathematical Finance (continuous time), University of Vienna, Spring 2016.
  • Mathematical Finance (discrete time), University of Vienna, Autumn 2015.

    Lecture notes of this course can be found here.

  • Mathematical Finance (discrete time) , Vienna University of Technology, Spring 2014.
  • Interest Rate Theory , Vienna University of Technology, Autumn 2013.

Exercise classes

  • Mathematical Finance (discrete time), University of Vienna, Autumn 2018.
  • Mathematical Finance (continuous time), University of Vienna, Spring 2018.

  • Mathematical Finance (discrete time), University of Vienna, Autumn 2017.
  • Probability Theory and Statistics, University of Vienna, Spring 2017.
  • Mathematical Finance (continuous time), University of Vienna, Spring 2017.
  • Mathematical Finance (discrete time), University of Vienna, Autumn 2015.
  • Mathematical Finance (continuous time), University of Vienna, Spring 2015.
  • Mathematical Finance (discrete time), University of Vienna, Autumn 2014.
  • Life Insurance Mathematics, Vienna University of Technology, Autumn 2013.
  • Mathematical Finance (continuous time), University of Vienna and Vienna University of Technology, Spring 2013.
  • Mathematical Finance (discrete time), University of Vienna, Autumn 2012.
  • Brownian Motion and Stochastic Calculus, ETH Zürich, Spring 2011.
  • Wahrscheinlichkeitstheorie, ETH Zürich, Autumn 2010.
  • Wahrscheinlichkeitsrechnung und Statistik, ETH Zürich, Spring 2010.
  • Mathematical Finance, ETH Zürich, Autumn 2009.