Quantitative Methods in Market Risk Management
Quantifying of market risk, risk measures Value-at-Risk and Expected Shortfall, standard methods in market risk management: variance- covariance approach, historic simulation, Monte Carlo simulation
For managers and financial experts, in German
Workshop Series, 2016
Validation of Models in Financial Risk Management
Quantitative and qualitative aspects of model validation, practical aspects of model validation, quantification of model risk
For managers and financial experts, in German
Workshop Series, 2013 - 2016
Treasury and Asset and Liability Management
Treasury products and their risk, ALM, liquidity and cash management
For students of Master’s Program Banking and Finance, in English
Lectures in Summer Term 2009
Mathematics, Logic and System Theory
First order logic (Prolog), numerical linear algebra and dynamical systems
For students of business computer science, in German
Discussions in Winter Term 2004, 2005
Stochastic Processes
Markov chains, martingales, Wiener, Gauss, Poisson and diffusion process and SDEs
For students of statistics, in German
Discussions in Summer Term 2005
Financial and Insurance Mathematics 2
Life insurance models
For students of statistics, in German
Group projects and case studies in Summer Term 2005
Business Mathematics 2
Optimization methods
For students of business administration, in German
Discussions in Summer Term 2005
Practical Course in Financial and Insurance Mathematics
Time series analysis of financial data, portfolio optimization and calculation of life insurance policies
For student of statistics, in German and English
Group projects and case studies in Winter Term 2005, 2006, 2007
Business and Social Statistics, Demography, and Gender Studies
Application of statistical methods and practical data analysis in social sciences and demography
For students of statistics, in German
Group projects and case studies in Winter Term 2006, 2007
Operations Research 2
Stochastic methods of OR - reliability theory, inventory control subject to uncertain demand, queueing theory and stochastic optimization
For students of business administration and computer science, in German
Lectures and discussions in Summer Term 2005, 2006, 2007, 2008, 2009
Business Mathematics
Linear algebra and optimization
For students of business, in Serbian
Discussions in Winter Term 2000
Introduction to Stochastic Programming
Invited lectures at DAAD Intensive Course on Chaos, Expansions and Itô Calculus
For students of mathematics at PhD level, in English
In September 2010