Teaching

Members

Contact

Imprint

Home

Teaching

WS 2011/2012

• Lecture: Probability Theory
• Lecture: Numerics of Stochastic Processes
• Lecture: Computational Finance

SS 2011

• Lecture: Measure and Integration
• Lecture: Monte Carlo Algorithms
• Lecture: Stochastic Partial Differential Equations
• Seminar: Stochastic Partial Differential Equations

WS 2010/2011

• Lecture: Stochastic Differential Equations
• Proseminar: Finite Markov Chains
• Lecture: Malliavin Calculus and Applications

SS 2010

• Lecture: Monte Carlo Algorithms
• Seminar: Computational Stochastics