Lectures
- Continuous time finance I, Vienna University of Economics, Spring 2019.
IPhyton Notebooks: Poisson process., Brownian motion.
- Mathematical Finance (discrete time), University of Vienna, Autumn 2018.
- 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 2018.
Exercise 1,Exercise 2, Exercise 3, Exercise 4, Exercise 5, Exercise 6, Exercise 7, Exercise 8, Exercise 9, Exercise 10, Exercise 11, Exercise 12, Exercise 13