Christoph Knochenhauer – Mathematical Finance

Christoph Knochenhauer

Assistant Professor • Technical University of Munich

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

▷ 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

▷ Stochastic Control and Portfolio Optimization