In the winter semester 2019/2020 I serve as a visiting lecturer at the Institute of Mathematics at the Goethe-University in Frankfurt am Main teaching a seminar on “Numerics for Implied Volatility Surface Construction” with a special emphasis on machine learning techniques. To find more information about the seminar please visit my website at Goethe-University (in German) here.
During my employment in Martin Hanke’s group in Mainz, I have taught classroom courses on a regular basis. Responsibilities included planning and giving weekly tutorials on lecture material and setting exercises, as well as marking weekly homework for the following courses:
- Analysis in several variables
- Hands-on training mathematical modeling and simulation
- Numerical analysis with hands-on exercises in MATLAB
- Numerics of ordinary differential equations with hands-on exercises in MATLAB
- Numerics of partial differential equations with hands-on exercises in MATLAB
- Probability theory