Exercise classes
- Mathematical Finance - Prof. D. Possamaï - ETH Zurich - Autumn 2020.
- Probability Theory - Prof. A. Sznitman - ETH Zurich - Autumn 2020.
- Wahrscheinlichkeit und Statistik - Prof. P. Cheredito - ETH Zurich - Spring 2018.
- Stochastik - Prof. M. Schweizer - ETH Zurich - Autumn 2017.
- Mathematical finance in discrete time - Prof. J. Teichmann - ETH Zurich - Spring 2017.
Lecture
- Interest Rates Models - Supelec Paris - Spring 2014 and 2015.
Supervision
- Master thesis co-supervision - Neural ODE Models for Continuous Time Prediction of Non-Markovian Processes - Marc Nübel
Co-Supervisors: Florian Krach and Prof. J. Teichmann, 2021. - Semester Project co-supervision - Multilevel Quasi Monte Carlo Methods for Neural SDEs - Kei Ishikawa
Co-Supervisors: Florian Krach and Prof. M. Kalisch, 2021. - Master thesis supervision - local stochastic volatility models - Xinxin Zhang
Master Probability and Finance - Finastra (Sophis) - Spring 2014.