Teaching
Summer term 2024
Currently, I work as an “Assistent” for the course “Analysis II für Ingenieurwissenschaften” at TU Berlin, for further information see the ISIS webpage.
Previous terms
Previously, after tutoring experience during my BSc studies in Freiburg, I have served as an “Assistent” (Germany-specific position) in several courses of the Mathematics and Business Mathematics BSc and MSc programmes at TU Berlin, under Prof Dr Peter Bank, Prof Dr Christoph Knochenhauer, and Prof Dr Wolfgang König since October 2019, namely:
- Finanzmathematik / Financial Mathematics I: Martingales, no-arbitrage pricing theory in discrete time incl. first and second FTAP, incomplete markets, superreplication duality, American options and optimal stopping, portfolio optimisation, Brownian motion and Black-Scholes formula
- Finanzmathematik / Financial Mathematics II: Continuous semimartingales, no-arbitrage pricing theory in continuous time, Brownian financial markets, volatility smile and non-trivial volatility models, term structure models, Merton problem
- Wahrscheinlichkeitstheorie / Probability Theory I: Basics of measure theory and functional analysis, elementary examples for probability measures, independence, weak/strong law of large numbers, weak convergence and central limit theorem (basic version)
- Wahrscheinlichkeitstheorie / Probability Theory II: Further measure theory and functional analysis, martingales in discrete time, Markov chains, ergodic theory, Brownian motion
- Analysis I: Basics of logic and set theory, real and complex numbers, sequences and series, continuous functions and derivatives in one real variable, power series, Riemann/regulated integral