Teaching

Academic Year 2013/14, Year 2, Semester 1, University of Southampton, (UK)

• Financial Mathematics (topics and access to lecture material) [right click, if applicable!]

Academic Year 2012/13, Year 3, Semester 2, University of Southampton, (UK)

• Actuarial Mathematics II (partial take over of a colleague who has been on sabbatical leave) [topics and my related slides]

Period 1 - 07/08, UCC University College Cork (IE)

• Timetable

Period 2 - 06/07, UCC University College Cork (IE)

• Timetable

Period 1 - 06/07, UCC University College Cork (IE)

• Timetable

Period 2 - 05/06, UCC University College Cork (IE)

• Timetable

Period 1 - 05/06, UCC University College Cork (IE)

• Timetable

Winter Term 03/04, ZHW Zurich University of Applied Sciences, Winterthur (CH)

• Mathematics for computer engineers 1 (topics)
• Discrete-time models in stochastic finance (topics)
• Continuous-time models in stochastic finance I (topics)

Summer Term 03, ZHW Zurich University of Applied Sciences, Winterthur (CH)

• Analysis II (topics)
• Elementary financial engineering I (topics)
• Continuous-time models in stochastic finance II (topics)

Winter Term 02/03, ZHW Zurich University of Applied Sciences, Winterthur (CH)

• Analysis I (topics)
• Discrete-time models in stochastic finance (topics)
• Continuous-time models in stochastic finance I (topics)

Summer Term 02, ZHW Zurich University of Applied Sciences, Winterthur (CH)

• Analysis II (for computer engineers)
• Elementary financial engineering II (topics)
• Continuous-time models in stochastic finance II (topics)

Winter Term 01/02, ZHW Zurich University of Applied Sciences, Winterthur (CH)

• Elementary financial engineering I (topics)
• Discrete-time models in stochastic finance (topics)
• Continuous-time models in stochastic finance I (topics)

Summer Term 01, ZHW Zurich University of Applied Sciences, Winterthur (CH)

• Analysis II (for computer engineers)
• Numerical analysis and analytical statistics II (for mechanical engineers)
• Stochastic finance: discrete-time models (topics)

Summer Term 99, University of Bonn (D)

• Theory and stochastics of financial markets (topics)

Winter Term 91/92, University of Kaiserslautern (D)

• Functional analysis I (partially substituting Prof. Dr. Eberhard Schock)
• Complex analysis I (partially substituting Prof. Dr. Wolfram Decker)