Past Semesters

  • HWS 2023: Stochastic Calculus (lecture course)
  • HWS 2023: Finanzmathematik (seminar)
  • FSS 2023: Advanced Topics in Mathematical Finance (lecture course)
  • FSS 2023: Finanzmathematik (seminar)
  • HWS 2022: Mathematical Finance (lecture course)
  • HWS 2022: Finanzmathematik (seminar)
  • FSS 2022: Advanced Topics in Mathematical Finance (lecture course)
  • HWS 2021: Stochastic Calculus (lecture course)
  • HWS 2021: Finanzmathematik (seminar)
  • FSS 2021: Advanced Mathematical Finance (lecture course)
  • FSS 2021: Finanzmathematik (seminar)
  • HWS 2020: Mathematical Finance (lecture course)
  • HWS 2020: Diskrete Finanzmathematik (seminar)
  • FSS 2020: Advanced Mathematical Finance (lecture course)
  • FSS 2020: Diskrete Finanzmathematik (seminar)
  • HWS 2019: Mathematical Finance (lecture course)

Previous teaching at Oxford and Zurich

  • Hilary 2019: Exotic derivatives (lecture course)
  • Hilary 2019: Quantitative Risk Management – Robust methods (lecture course)
  • Hilary 2019: Continuous Martingales and Stochastic Calculus (exercise classes)
  • Michaelmas 2018: Financial Derivatives (lecture course)
  • Michaelmas 2018: Introduction to Probability (lecture course)
  • Trinity 2018: Quantitative Risk Management – Robust methods (lecture course)
  • Hilary 2018: Exotic derivatives (lecture course)
  • Michaelmas 2017: Financial Derivatives (lecture course)
  • Michaelmas 2017: Introduction to Probability (lecture course)
  • Autumn 2016: Rough Path Theory and Regularity Structures (lecture course)
  • Spring 2016: Robustness in Mathematical Finance (seminar)
  • Autumn 2014: Mathematical Foundation for Finance (exercise classes)