Teaching

Bachelor’s Courses

Investment and Financing (2022)

Students should gain a basic understanding in the areas of corporate investment decisions, corporate financing decisions, and capital markets. They should become acquainted with, classify, and be able to apply the most important questions, methods, and theories in the field of Corporate Finance and Capital Markets. The lecture aims to provide an overview and spark interest in this subject area. The course is intended for undergraduate students.

Commercial Banking (2021)

The course “Commercial Banking” provides students with an overview about the German and international banking sector, the corresponding institutional design as well as fundamental theoretical approaches and related empirical evidence. Core questions are: What is special about banks? Why and how should banks be regulated? How can banks measure and manage (credit) risk?

Matlab For Finance (2018, 2019, 2020, 2023)

The proseminar “Matlab for Finance” teaches the basics of MATLAB, explains econometric methods using examples and teaches basic techniques of empirical work. Specific problems from the areas of corporate finance, asset pricing and risk management are implemented in MATLAB.

Master’s Courses

Advanced Risk Management (2018, 2019, 2020, 2023)

This course provides an in-depth exploration of market risk. Students will learn the main steps of the critical stages of a risk management process. Initially, the course delves into sophisticated modeling techniques, emphasizing the estimation of key distributional parameters, such as asset volatility and interdependencies. Subsequently, the focus shifts to an examination of analytical tools designed to quantify and contrast risks across various assets and portfolios, especially the Value at Risk measure. At the end of this course student learn to evaluate the efficacy of risk management strategies. This is achieved through the application of backtesting methodologies, enabling students to assess and refine these strategies in a simulated environment. This course not only imparts theoretical knowledge but also emphasizes practical skills by applying learned concept on real-world data using Microsoft Excel.

Investment Banking (2018)

This course is designed to make students familiar with fundamental concepts and issues in the area of investment banking. Its components are lectures, self-study, and student presentations on selected topics.

Derivatives (2022)

The course “Derivatives” provides students with an overview about forwards, futures, swaps, and options. By the end of the course, students will have good knowledge of how these products work, how they are used and how they are priced. Core questions are: How do forwards, futures, options and swaps work? Are there different valuation methodologies to price options besides the Black-Scholes-Merton model? How can we price interest rate derivatives? What are the underlying assumptions we have to make?

Project Course Finance (2019, 2020, 2021, 2023)

Students are introduced to the fundamentals of Matlab as well as techniques for empirical work. These are applied to problems in the field of Financial Modeling and Algorithmic Trading. Students work on an assignment in small groups, in which, for example, a given trading strategy should be implemented, calibrated, and tested with historical data (backtesting).

Additionally to teaching, I supervised several theses and seminar papers on the subject of Finance & Data Science.