Teaching

University of California, Los Angeles (2023-)

Optimization (Math 164)

Spring 2024, Winter 2024, Fall 2023

Topics include necessary and sufficient conditions for optimality of unconstrained optimization problems, numerical methods for functions of one variable, gradient and Newton's methods for functions of multiple variables, concepts of Lagrange function and Lagrange multiplier, Lagrange method for equality constrained optimization, Karush-Kuhn-Tucker conditions for inequality constrained optimization, numerical methods for constrained optimization problems and introduction to duality. 

Advanced Topics in Financial Mathematics (Math 179)

Spring 2024

Topics include Brownian motion and Ito processes, Black-Scholes-Merton model, pricing and hedging of derivatives, implied volatility, numerical methods, value-at-risk and expected shortfall, mean-variance analysis and optimal portfolio choice, and capital asset pricing model.

Non-academic

I am involved in activities of the UCLA Women in Math. In the academic year 2023-2024 I serve as a mentor to two undergraduate students through the Women in Math Mentorship Program.

Earlier Teaching Experience

Vienna University of Economics and Business (WU, 2016-2023)

Instructor of courses for Master program in Quantitative Finance

• Optimization (Summer '22)

• Revision Course in Mathematics (Winter '16/17-'22/23 and Summer '22)

Instructor of courses for Bachelor program in Economic and Social Sciences

• Financial Mathematics (Summer '23)

• Queueing Theory (Summer '23)

• Scheduling and Combinatiorial Optimization (Winter '22/23)

• Statistik (in German; Summer '18, '20, '21)

• Probability and Binomial Option Pricing (Summer '17)

Supervision and co-supervision of bachelor and master theses at WU

• MSc students: Galvin Hoang (co-supervised with B. Rudloff), Inyoung Na (co-supervised with B. Rudloff)

• BSc students: Miklós Pluscsák (co-supervised with A. Wagner), Niklas Klenner