| Semester |
University |
Course |
| Summer 2016 |
TU Vienna |
Stochastic
Analysis in Financial and Actuarial Mathematics 2 |
| Stochastic
Analysis in Financial and Actuarial Mathematics 3 and Exercises |
Applied Areas of Mathematics
(jointly with colleagues) |
| Winter 2015/16 |
TU Vienna |
Life
and Health Insurance Mathematics
(jointly with Dipl.-Ing. Karl Metzger) |
| Stochastic
Analysis in Financial and Actuarial Mathematics 1 |
| Summer 2015 |
TU Vienna |
Credit risk models and derivatives |
| Stochastic
Analysis in Financial and Actuarial Mathematics 2 |
Computational Finance
(jointly with Prof. Dr. Ansgar Jüngel) |
Applied Areas of Mathematics
(jointly with colleagues) |
| University of Salzburg |
Introduction to Financial Mathematics
(in cooperation with the Actuarial Association of Austria) |
| Winter 2014/15 |
TU Vienna |
Stochastic analysis in financial and actuarial mathematics 1 |
| Stochastic Integration |
| Summer 2014 |
TU Vienna |
Credit risk models and derivatives |
Fields of Mathematics
(jointly with colleagues) |
| Summer 2013 |
TU Vienna |
Credit risk models and derivatives |
| Stochastic
Analysis in Financial and Actuarial Mathematics 2 |
Fields of Mathematics
(jointly with colleagues) |
| Winter 2012/13 |
TU Vienna |
Interest rate models and derivatives |
| Life and health insurance mathematics
|
| Summer 2012 |
TU Vienna |
Mathematical
Finance 2: Continuous-Time Models and Exercises |
Fields of Mathematics
(jointly with colleagues) |
| University of Salzburg |
Introduction to Financial Mathematics
(in cooperation with the Actuarial Association of Austria) |
| Winter 2011/12 |
TU Vienna |
Life
and Health Insurance Mathematics
(jointly with Dipl.-Ing. Karl Metzger) |
| Stochastic Analysis in Financial and Actuarial Mathematics 3
and Exercises |
| Summer 2011 |
TU Vienna |
Mathematical
Finance 2: Continuous-Time Models |
| Mathematical
Finance 1: Discrete-Time Models |
Fields of Mathematics
(jointly with colleagues) |
| Winter 2010/11 |
TU Vienna |
Life
and Health Insurance Mathematics
(jointly with Dipl.-Ing. Karl Metzger) |
| Term
Structure and Credit Risk Models |
| Summer 2010 |
TU Vienna |
Mathematical
Finance 2: Continuous-Time Models |
| Stochastic
Analysis in Financial and Actuarial Mathematics 2 |
Fields of Mathematics
(jointly with colleagues) |
| Winter 2009/10 |
TU Vienna |
Life Insurance Mathematics |
| Stochastic
Analysis in Financial and Actuarial Mathematics 1
and Exercises |
Seminar on Computational Finance
(jointly with Prof. Dr. Ansgar Jüngel) |
| Summer 2009 |
TU Vienna |
Stochastic
Analysis in Financial and Actuarial Mathematics 2 |
| Non-Life Insurance Mathematics |
Fields of Mathematics
(jointly with colleagues) |
| University of Salzburg |
Introduction to Financial Mathematics
(in cooperation with the Actuarial Association of Austria) |
| Winter 2008/09 |
TU Vienna |
Stochastic Analysis in Financial and Actuarial Mathematics 1 |
| Life and Health Insurance Mathematics |
| Seminar on Stochastic Integration |
| Summer 2008 |
TU Vienna |
Stochastic Integration |
| Mathematical Finance: Discrete-Time Models |
| Winter 2007/08 |
TU Vienna |
Life Insurance Mathematics |
| Term Structure and Credit Risk Models |
| Summer 2007 |
TU Vienna |
Advanced Life Insurance Mathematics |
| University of Salzburg |
Introduction to Financial Mathematics
(in cooperation with the Actuarial Association of Austria) |
| Winter 2006/07 |
|
Sabbatical |
| Summer 2006 |
Scuola Normale Superiore,
Palazzone di Cortona, Italy |
Mathematical Finance
(Scuola Matematica Interuniversitaria,
advanced 3-week summer course jointly with
Prof. Dr. Wolfgang Runggaldier) |
| TU Vienna |
Non-Life Insurance Mathematics |
Advanced Life Insurance Mathematics
(jointly with Dr. Reinhold Kainhofer) |
Numerical Methods in Financial and Actuarial Mathematics
(jointly with Dr. Reinhold Kainhofer) |
| Winter 2005/06 |
TU Vienna |
Term Structure and Credit Risk Models
(jointly with Dr. Reinhold Kainhofer) |
| Life and Health Insurance Mathematics |
| Summer 2005 |
TU Vienna |
Non-Life Insurance Mathematics |
Advanced Life Insurance Mathematics
(jointly with Dr. Reinhold Kainhofer) |
Advanced Derivatives
(jointly with Dr. Reinhold Kainhofer) |
| Winter 2004/05 |
TU Vienna |
Life
Insurance Mathematics |
Asset Pricing
(jointly with Dr. Reinhold Kainhofer) |
Life and Health Insurance Mathematics
(jointly with Dr. Reinhold Kainhofer) |
| University of Salzburg |
Introduction to Financial Mathematics
(in cooperation with the Actuarial Association of Austria) |
| Summer 2004 |
TU Vienna |
Non-Life Insurance Mathematics |
Advanced Life Insurance Mathematics
(jointly with Dr. Reinhold Kainhofer) |
| Winter 2003/04 |
TU Vienna |
Life Insurance Mathematics |
Fields of Technical Mathematics
(jointly with colleagues) |
Université Louis Pasteur
(Strasbourg) |
Term Structure and Credit Risk Models |
| Summer 2003 |
ETH Zürich |
Term
Stucture and Credit Risk Models
(jointly with
Prof. Dr. Philipp J. Schönbucher) |
| Winter 2002/03 |
ETH Zürich |
Mathematical
Foundations of Finance
(jointly with colleagues) |
Mathematical
Finance: Discrete and Continuous Time Models
(jointly with colleagues) |
| Summer 2002 |
ETH Zürich |
Introduction
to Mathematical Finance: Incomplete Markets and Trade Restrictions
(jointly with Dr. Thorsten Rheinländer) |
| University of Zürich |
Financial Mathematics II |
| Università di Perugia |
Finanza Matematica
(Scuola Matematica Interuniversitaria) |
| Winter 2001/02 |
ETH Zürich |
Introduction
to Mathematical Finance: Interest Rate Models
(jointly with Prof. Dr. Freddy Delbaen
and Dr. T. Rheinländer) |
| University of Zürich |
Financial Mathematics I |
Université Louis Pasteur
(Strasbourg) |
Interest Rate and Credit Risk Models |
| Summer 2001 |
ETH Zürich |
Introduction
to Mathematical Finance: Continuous-Time Models
(jointly with Prof. Dr. Freddy Delbaen
and Dr. T. Rheinländer) |
| Winter 2000/01 |
ETH Zürich |
Introduction
to Mathematical Finance: Discrete-Time Models
(jointly with Prof. Dr. Freddy Delbaen
and Dr. T. Rheinländer) |
Université Louis Pasteur
(Strasbourg) |
Securitization and Model Risk |
| Summer 2000 |
ETH Zürich |
Introduction
to Mathematical Finance: Exotic Options
(jointly with
Prof. Dr. Freddy Delbaen
and colleagues) |
| University of Basle |
Probability Theory and Statistics II |
Université Louis Pasteur
(Strasbourg) |
Interest Rate Models |
| Winter 1999/2000 |
ETH Zürich |
Introduction
to Mathematical Finance: Interest Rate Models
(jointly with Prof. Dr. Freddy Delbaen) |
Université Louis Pasteur
(Strasbourg) |
Securitization and Model Risk |
| University of Basle |
Probability Theory and Statistics I |
| Summer 1999 |
ETH Zürich |
Introduction
to Mathematical Finance: Continuous-Time Models
(jointly with Prof. Dr. Freddy Delbaen) |
| Algebra II (for electrical engineers) |
| Winter 1998/99 |
ETH Zürich |
Introduction
to Mathematical Finance: Discrete-Time Models
(jointly with Prof. Dr. Freddy Delbaen) |
| Algebra I (for electrical engineers) |
Université Louis Pasteur
(Strasbourg) |
Bonds and Interest Rate Options |
| Securitization and Model Risk |
| Summer 1998 |
ETH Zürich |
Modelling Fixed Income Securities and Interest Rate Options
(jointly with
Prof. Dr. Freddy Delbaen
and Dr. Rüdiger Frey)
|
Stochastic
Differential Equations with Applications in Finance
(jointly with
Prof. Dr. Philip Protter)
|
| Winter 1997/98 |
ETH Zürich |
General
Introduction to Stochastic Integration
(jointly with
Prof. Dr. Freddy Delbaen) |
| Winter 1994/95 |
University of Zürich |
Applied Stochastics |
| Summer 1992 |
University of Zürich |
Measure Theory |