Teaching

Overview of Lectures

• Continuous-Time Portfolio Optimization
• Finance C: Foundations of Mathematical Finance
• Interest Rate Theory
• Investment Strategies
• Machine Learning with Financial Applications
• Mathematical Finance I
• Mathematical Finance II
• Mathematics for Engineers 3
• Mathematics of Reinforcement Learning
• Probability Theory I
• Probability Theory II
• Probability Theory III
• Stochastic Analysis and Mathematical Finance
• Stochastic Control and Optimization
• Stochastic Processes

Overview of Seminars

• Filtering Theory and Optimal Investment with Partial Information
• Lévy Processes
• Reinforcement Learning
• Risk Measures and Decision Making under Uncertainty
• Stochastic Control and Portfolio Optimization
• Stochastic Control and Reinforcement Learning