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Lectures

  • 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 2017.
  • Exercise 1, Exercise 2, Exercise 3, Exercise 4/5, Exercise 6, Exercise 7, Exercise 8

  • 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.