Teaching
Following early tutoring during my BSc studies in Freiburg, I served for several years as a Teaching Associate (German: “Assistent”) at Technische Universität Berlin. The tasks of that position roughly corresponded to those of an early-career Lecturer (UK) or maître de conférence (France). I taught in several courses within the Mathematics and Business Mathematics BSc and MSc programmes at TU Berlin, with Professor Dr. Peter Bank, Professor Dr. Christoph Knochenhauer, and Professor Dr. Wolfgang König, namely:
- 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
- Wahrscheinlichkeitstheorie / Probability Theory II: Further measure theory and functional analysis, martingales in discrete time, Markov chains, ergodic theory, Brownian motion
- 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 stochastic volatility models, term structure models, Merton problem
- 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
Moreover, I have served as an “Assistent” in Engineering programmes, namely in the course:
- Analysis II für Ingenieurwissenschaften / Analysis II for the Engineering Sciences: Basic real analysis in finite-dimensional real coordinate space, including continuity, derivatives, integration, classical vector calculus in three-dimensional space