Teaching

Courses taught at TU Berlin

Winter Term 2020/21

• Mathematical Finance I (Lecture)

Summer Term 2020

• Stochastic Control and Portfolio Optimization (Seminar)
• Mathematical Finance II (Lecture; together with Prof. Peter Bank)

Winter Term 2019/20

• Mathematical Finance I (Lecture)

Summer Term 2019

• The Filtering Problem and Portfolio Optimization under Partial Information (Seminar)

Courses taught at University of Trier

Summer Term 2019

• Stochastic Analysis and Mathematical Finance (Lecture; together with Prof. Frank Seifried)

Winter Term 2018/19

• Stochastic Processes (Lecture)
• Finance C / Foundations of Mathematical Finance (Lecture; together with Dr. Sebastian Geissel)

Summer Term 2018

• Stochastic Analysis and Mathematical Finance (Lecture)
• Stochastic Analysis and Mathematical Finance (Exercise Classes)

Winter Term 2017/18

• Stochastic Processes (Lecture)
• Stochastic Processes (Exercise Classes)

Summer Term 2017

• Lévy Processes (Seminar)
• Stochastic Analysis and Mathematical Finance (Exercise Classes)
• Stochastic Analysis and Mathematical Finance (Tutorials)

Winter Term 2016/17

• Stochastic Control and Optimization (Lecture)
• Stochastic Control and Optimization (Exercise Classes)
• Stochastic Processes (Exercise Classes)
• Stochastic Processes (Tutorials)

Summer Term 2016

• Stochastic Analysis and Mathematical Finance (Exercise Classes)
• Stochastic Analysis and Mathematical Finance (Tutorials)
• Interest Rate and Credit Risk Models (Exercise Classes)
• Interest Rate and Credit Risk Models (Tutorials)

Winter Term 2015/16

• Stochastic Processes (Exercise Classes)
• Stochastic Processes (Tutorials)

Courses taught at University of Kaiserslautern

Summer Term 2015

• Financial Mathematics I (Exercise Classes)
• PhD Seminar (Organization)

Winter Term 2014/15

• Interest Rate Theory (Lecture; together with JProf. Frank Seifried)
• Stochastic Methods (Lab Sessions)

Summer Term 2014

• Continuous-Time Portfolio Optimization (Lecture; together with Prof. Jörn Sass)
• Nonlinear Expectations, Nonlinear Evaluations and Risk Measures (Reading Course; together with JProf. Frank Seifried and Prof. Jörn Sass)

Winter Term 2013/14

• Stochastic Methods (Exercise Classes)

Summer Term 2012

• Measure and Integration Theory (Exercise Classes)

Winter Term 2010/11

• Stochastic Methods (Exercise Classes)

Courses taught at Dublin City University

Academic Year 2012/13

• MS117: Probability I (Exercise Classes)
• MS136: Business Mathematics (Exercise Classes)
• MS144: Accounting Mathematics (Exercise Classes)
• MS208: Probability II (Exercise Classes)
• MS223: Mathematics for Scientists II (Exercise Classes)
• MS225: Introduction to Differential Equations (Exercise Classes)
• MS230: Introduction to Numerical Methods (Exercise Classes)

Academic Year 2011/12

• MS117: Probability I (Exercise Classes)
• MS125: Mathematics for Scientists I (Exercise Classes)
• MS136: Business Mathematics (Exercise Classes)
• MS216: Mathematics of Finance: An Introduction (Exercise Classes)
• MS230: Introduction to Numerical Methods (Exercise Classes)