Teaching
Teaching:
At Ulm University:
- Wirtschaftsstatistik, SS 2015
- Interest Rate Models, SS 2015
- An Introduction to Measure Theoretic Probability, WS 2014/2015
- Lévy Processes, Stochastic Analysis and Financial Mathematics, WS 2014/2015
- An Introduction to Measure Theoretic Probability, WS 2013/2014
- DAV Supplement, WS 2013/2014
- Financial Mathematics I, WS 2013/2014
- Financial Mathematics II, SS 2013
- Interest Rate Models, SS 2013
- <link mawi finmath courses winter-20122013 time-series-analysis.html _self internal-link>Time Series Analysis, WS 2012/13
- <link mawi finmath courses winter-20122013 financial-mathematics-i.html _self internal-link>Financial Mathematics I, WS 2012/13
- <link mawi finmath courses winter-20122013 seminar-the-mathematics-of-electricity-markets.html _self internal-link>The Mathematics of Electricity Markets (seminar), WS 2012/13
- <link mawi finmath courses winter-20122013 dav-supplement.html _self internal-link>DAV Supplement, WS 2012/13
- Financial Mathematics II, SS 2012
- Non-Linear Time Series Analysis, SS 2012
- Time Series Analysis, WS 2011/12
- <link mawi finmath courses winter-20112012 financial-mathematics-i.html _self internal-link>Financial Mathematics I, WS 2011/12
- <link mawi finmath courses winter-20112012 dav.html _self internal-link>DAV Supplement, WS 2011/12
- Financial Mathematics II, SS 2011
- Non-Linear Time Series Analysis, SS 2011
- Lévy Processes, Stochastic Analysis and Financial Mathematics, master level course, SS 2011
- Practical Financial Engineering, seminar, SS 2011
- Wima-Praktikum II, SS 2011
At TU München:
- Extreme Value Theory, master level course, WS 2010/2011
- Non-Linear Time Series Analysis, diploma/master level course, WS 2009/2010
- Stochastic Analysis with Lévy Processes, diploma/master level course, SS 2009
- Lévy Processes, diploma/master level course, WS 2008/2009
- Stochastik 2, tutorial, SS 2008
- Discrete Time Finance, diploma level course, WS 2007/2008
- Stochastik 1, tutorial, WS 2007/2008
- Ökonometrische Finanzzeitreihen, tutorial, SS 2005
- Stochastik 1, tutorial, WS 2004/2005