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.