Teaching
Module coordinator at the DCU
Modelling with Differential Equations (from September 2023)
Analysis 2 (from September 2021)
Introduction to Analysis (from September 2020)
Calculus of Several Variables (September 2021 - September 2023)
Numerical Methods (September 2020 - September 2021)
Analysis (September 2020 - September 2021)
Lectures
Introduction to Analysis, in English, 2024
Modelling with Differential Equations, in English, 2023/2024
Analysis 2, in English, 2023/2024
Introduction to Analysis, in English, 2022/2023
Analysis 2, in English, 2022/2023
Calculus of Several Variables, in English, 2022/2023
Introduction to Analysis, in English, 2022
Analysis 2, in English, 2021/2022
Calculus of Several Variables, in English, 2021/2022
Introduction to Analysis, in English, 2021
Analysis, in English, 2020/2021
Numerical Methods, in English, 2020/2021
Measure and Integration Theory, in German, 2020
Financial Mathematics, in German, 2018/2019
Measure and Integration Theory, in German, 2018
Probability Theory, in English, 2017/2018
Probability Theory, in German, 2016/2017
Seminars
Topics in Measure and Integration Theory, in German, 2019/2020
Markov chains and Markov processes, in German and English, 2018/2019, joint with Prof. Dr. Barbara Rüdiger
Markov chains and Markov processes, in German, 2017
Supervision of students
Supervision of Master Theses
“Martingale properties in extended rough Bergomi model”, 2021
“Herding behaviour in Financial Markets”, 2021
Joint supervision of Master Theses
”Comparison principles for stochastic Volterra equations with Hoelder continuous coefficients“, 2022/2023
“Copulas and Stochastic Processes”, 2020
“Stability for the HJMM equation driven by Lévy noise”, 2019, won the ”Barmenia Price” for best student performance and best Master Thesis
”Numerical approximation and simulation of continuous-time models in finance”, 2019
Joint supervision of Bachelor Theses
“Paley-Wiener Theorem and its consequences on the theory of linear Volterra Integral equations with applications to Finance”, 2020, link
“Portfolio Optimization”, 2020
“Copulas and Sklars Theorem”, 2020
”Pricing of Claims and American options”, 2019
”First and second fundamental theorem of arbitrage theory”, 2019
”Construction of Markov chains by Markov kernels”, 2018/2019
”Nash equilibrium”, 2018/2019
Tutorials
Introduction to Analysis, in English, 2022
Measure and Integration Theory, in English, 2021/2020
Calculus of Several Variables, in English, 2021/2022
Introduction to Analysis, in English, 2021
Analysis, in English, 2020/2021
Financial Mathematics, in German, 2018/2019
Risk Theory, in German, 2019
Probability Theory, in German, 2016/2017
Complex Systems II, in English, 2015/2016
Stochastic Analysis, in German, 2015/2016
Complex Systems I, in English, 2015
Dynamics of Complex Systems II, in English, 2014
Functional Analysis, in German, 2014
Dynamics of Complex Systems I, in English, 2013/2014
Complex Analysis, in German, 2013
Partial Differential Equations, in German, 2012/2013
Functional Analysis, in German, 2012
Mathematical methods for Physics, in German, 2012
Partial Differential Equations, in German, 2011/2012
Complex Analysis, in German, 2011
Analysis II, in German, 2010/2011
Analysis I, in German, 2010
Outreach
DCU Transition Year program in Mathematics, April 2024, link
ESB Science Blast Dublin 2023 judge
DCU Transition Year program 2023 in Mathematics, 17 - 21. April 2023, link
Co-Organizer of 1st year Student Orientation Program September 2022
Workshop for Transition year students on the topic, “From interest rates to epidemiology”, 11 – 15. April 2022
Workshop Transition year Access students (program from the government), “Mathematics in Finance and Epidemiology“, 07. April 2022
Student Chapter advisor at the DCU (from 2021)
Contribution to Mathematics prospect for school students “Erfolgsformeln” (2021): "Mit Mathematik die Finanzmärkte bändigen"
Taster Lecture for leaving certificate school students on “DCU Open day” (2021): "Taming Financial markets with Mathematics"