Spring Semester 2022

Past Teaching


  • Advanced Probability Theory (LSE) Stochastic
  • Stochastic Integration Theory (TU Vienna)


  • Mathematical Foundation for Finance (ETH)
  • Probability and Mathematical Statistics (LSE)
  • Stochastic Processes (LSE)
  • Stochastics for Derivatives Modelling (LSE)
  • Recent Developments in Finance and Insurance (LSE)
  • Statistical Inference (LSE)
  • Financial Evaluation of Debt and Investments (U. Perugia)
  • Financial Mathematics (U. Perugia)
  • Probability and Mathematical Methods for Risk Management (U. Perugia)


  • Probability Theory and Statistics (ETH)
  • Stochastic Processes (LSE)
  • Actuarial Investigations: Financial (LSE)
  • Mathematics (U. Perugia)
  • Statistics (U. Perugia)

Summer Schools

  • 14th European Summer School in Financial Mathematics, Edinburgh 2021, course on Optimal Transport and Machine Learning
  • LSE Summer School, London 2020, course on Statistical Methods for Risk Management