Autumn Semester 2026
Past Teaching
PhD
- Advanced Probability Theory (LSE) Stochastic
- Stochastic Integration Theory (TU Vienna)
MSc
- Introduction to Mathematical Finance (ETH)
- Mathematical Finance (ETH)
- 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)
BSc
- Probability Theory and Statistics (ETH)
- Stochastic Processes (LSE)
- Actuarial Investigations: Financial (LSE)
- Mathematics (U. Perugia)
- Statistics (U. Perugia)
Summer Schools and Mini-courses
- Quantitative Finance Summer School, National University of Singapore, 2026
- Dolomites Winter School on Optimal Transport: from robust pricing to model calibration, Centro Congressi - Folgarida and Madonna di Campiglio, Italy, 2025
- Summer School on "Optimal Transport, Stochastic Analysis and Applications to Machine Learning", Korea Advanced Institute of Science & Technology, course on "New types of transports", 2024
- Mini-course on Optimal Transport and Applications in Finance, Natixis, Paris, 2023
- 41st Finnish Summer School on Probability and Statistics, Lammi, course on Stochastic Optimal Transport, 2023
- Mini-course on Optimal Transport and Advancements in Mathematical Finance, Padova, 2023
- Mini-course on Stochastic Optimal Transport, FGV, Rio, 2023
- 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