Past Semesters
- FSS 2024: Algorithmic Trading and Stochastic Control (lecture course)
- FSS 2024: Advanced Topics in Mathematical Finance (lecture course)
- FSS 2024: Finanzmathematik (seminar)
- 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)