In the winter semester 2019/2020 I will be a visiting lecturer in Prof. Bastian von Harrach‘s group at the Institute of Mathematics at the Goethe-University in Frankfurt am Main teaching a seminar on “Numerics for Implied Volatility Surface Construction”. To find more information about the seminar please visit the seminar’s website here or have a look at the announcement (both in German).
Martin Simon's research blog 