TriSolutions GmbH, Hamburg, Germany

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

TriSolutions GmbH, Hamburg, Germany and Management Circle AG, Frankfurt am Main, Germany

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

University of Applied Sciences BFI Vienna, Austria

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

University of Vienna, Department of Statistics and Decision Support System, Vienna, Austria

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

University of Novi Sad, Faculty of Mathematics and College of Business, Novi Sad, Serbia

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