Teaching
Skip to content
Teaching Winter Term 2023/24
Lectures
- Finanzmathematik II / Stochastic Calculus and Arbitrage Theory in Continuous Time
- Finanzmathematik in diskreter Zeit
- Modellierung und Enterprise Risk Management
- Personenversicherungsmathematik
- Schadenversicherungsmathematik
- Stochastic Processes
Seminars
- Advanced Topics in Mathematical Finance (Forschungsseminar)
- Convex optimization
- Credit risk modelling
- Extremwerttheorie (mit Anwendungen im Bereich der Finanz- und Versicherungsmathematik)
- LMU Christmas Workshop in Stochastics and Finance
- Oberseminar Finanz- und Versicherungsmathematik
- Quantitative Finance Interview Preparation Class
- Versicherungsmathematisches Kolloquium
Teaching Summer Term 2023
Lectures
- Angewandte Finanzmathematik
- Finanzmathematik III / Fixed Income Markets and Credit Derivatives
- Finanzmathematik IV / Quantitative Risk Management
- Introduction to Object-Oriented Programming in Java
- Numerical Methods for Financial Mathematics
Seminars
- Ausgewählte Themen der Versicherungsmathematik
- Forschungsseminar Finanzmathematik
- LMU Spring Workshop on Finance, Stochastics, and Statistics
- Oberseminar Finanz- und Versicherungsmathematik
- Pricing and Hedging Techniques in Incomplete Markets: Mean-Variance Hedging and Risk Minimization
- Quantitative Finance Interview Preparation Class
- Versicherungsmathematisches Kolloquium