Teaching activity

University of Oslo

  • MAT4740/9740 Malliavin Calculus and Applications to Finance (Master/PhD): Spring 2010, 2013, 2014, 2018
  • MAT4760/9760 Advanced mathematical methods in finance: risk measures. (Master/PhD): Spring 2011
  • MAT4730/9730 Mathematical Finance (Master/PhD): Fall 2008, 2009 (with Jukka Lempa), 2010 (with Jukka Lempa), 2011, 2013, 2015, 2016 (with Salvador Ortiz-Latorre)
  • MAT4701/9701 Stochastic Analysis and Applications (Master/PhD): Spring 2009, 2016
  • Special pensum in Financial Risk Measures (Master/PhD), in collaboration with Prof. Giacomo Scandolo, University of Verona: Spring 2014

  • MAT4700 and MAT4710 (then MAT4711) Stochastic Analysis I and II (Master): Spring 2004, 2005, 2006, 2007, 2008
  • MA374 Stochastic Calculus and Stochastic Differential Equations (Master): Spring 2003.

  • MAT2700 Mathematical Finance and Theory of Investments (Bachelor): Fall 2004, 2006, 2007, 2017
  • MAT2000 Project in Mathematics (Bachelor): Spring 2017
  • MØ100 Introduction to Economics (Bachelor): Fall 2003 (assistant).

NHH Bergen

  • ECO437 Topics in stochastic methods: Stochastic analysis with applications in economics (Master/PhD): Spring 2011, 2013, 2015, 2017
  • VOA038 Introductory Mathematical Finance (Bachelor): Spring 2010, 2012, 2014
  • FOR10 Introductory Mathematical Finance (Bachelor): Spring 2016, 2018

Invited lecture series

Summer School in Lingen, Universities of Essen, Dortmund, Bochum

  • Malliavin Calculus for Lévy processes and Time-Change. (PhD students and researchers): 9 lectures in September 2017 

University of Bologna

  • Introducton to Levy Processes and Applications to Finance (Master): 6 lectures at Department of Statistics (campus Rimini) in May 2017

University of Tokyo

  • Malliavin Calculus for Lévy processes (PhD students and researchers):  5 days in September/October 2015

University of Verona

  • Levy Processes and Applications to Finance (Master): 8 lectures in January 2014, (Master/PhD) 9 lectures in June 2016
  • Stochastic differential equations (Master): 8 lectures in March 2013

University of Tunis El Manar, Faculty of Science

  • Intensive Course in Introduction to Mathematical Finance (Master): 1 week intensive course. February 2009
  • Stochastic Calculus and Financial Modelling (Master) Course in collaboration with Prof. B. Øksendal and N. Privault. 1 week intensive classes for each instructor: March 2006

University Friedrich-Schiller Jena

  • Minimal variance hedging. Spring School in Finance and Insurance 2 lectures at the, University Friedrich-Schiller Jena (PhD): March 2009.

University of Singapore 

  • Intensive course in Malliavin Calculus Techniques in hedging and sensitivity analysis (professionals, researchers): 3 days in January 2008.

University of Cape Town

  • Intensive course in Malliavin Calculus. Department of Mathematics and Applied Mathematics, University of Cape Town (Rep. South Africa) (Master/PhD level). 1 week December 2006 (organiser D. Wilcox)

Early stage services

University Milano Bicocca

  • Assistant in Probability and Statistics for post-graduates at INdAM (School of Specialization for the Application of Mathematics in Industry), University "Bicocca", Milano. Summer 2000.

University of Pavia

  • Assistant in the Master Thesis On Characteristic Functions and Inversion Formulae for the Degree in Mathematics Supervisor Eugenio Regazzini. Fall 2000

© GdN 2014