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Lukas Gonon

Contact

Lukas Gonon
Departement Mathematik
HG G 49.1
Rämistrasse 101
8092 Zürich
Switzerland

Email: lukas.gonon@math.ethz.ch
Phone: +41 44 632 3444
Room: HG G 49.1

More Information

Currently I am a postdoctoral researcher both at D-MATH of ETH Zürich and at the Faculty of Mathematics and Statistics of University of St. Gallen. My supervisors are Josef Teichmann and Juan-Pablo Ortega. My research is funded by the SNF-projects Mathematical Finance in the light of machine learning and Novel Architectures for Photonic Reservoir Computing .

Teaching and Coordination

Spring 18: Computational Methods for Quantitative Finance: PDE Methods Prof. Dr. Christoph Schwab.
Autumn 17: Probability Theory Prof. Dr. Alain-Sol Sznitman.
Spring 17: Computational Methods for Quantitative Finance: PDE Methods Prof. Dr. Christoph Schwab.
Spring 16: Computational Methods for Quantitative Finance: PDE Methods Prof. Dr. Christoph Schwab.
Autumn 15: Stochastic Filtering - Theory and Applications Dr. Philipp Harms.
Autumn 15: Stochastik Prof. Dr. Josef Teichmann.
Spring 15: Computational Methods for Quantitative Finance: PDE Methods Prof. Dr. Christoph Schwab.
Autumn 14: Stochastik Prof. Dr. Marloes Maathuis.
Spring 14: Wahrscheinlichkeitsrechnung und Statistik. Prof. Dr. Josef Teichmann.

Supervision

07/2015: Team Leader at the Financial Mathematics Team Challenge at University of Cape Town.
Last update 23/01/2018 by lgonon