Summer term 2022
- Wahrscheinlichkeitstheorie und Stochastische Prozesse
- Practical Financial Engineering
Winter term 2021/22
Summer term 2021
Winter term 2020/21
Summer term 2020
Berger, D. and Mohamed, F. (2021). Second order elliptic partial differential equations driven by Lévy white noise. Modern Stochastics: Theory and Applications, 8(2), 179-207.
- Fourier multipliers and stochastic partial differential operators, Master Thesis, Ulm University 2020, supervisor: Prof. Dr. Alexander Lindner.
- Der mittlere Krümmungsfluss - Graphische Lösungen, Bachelor Thesis, Ulm University 2017, supervisor: Prof. Dr. Anna Dall’Acqua.
- Bernoulli-IMS One World Symposium 2020, August 24-28, online (Talk).
German Probability & Statistics Days Mannheim 2021, September 27th to October 1st 2021, online (Talk).
Institute of Mathematical Finance
Helmholtzstraße 18, Room 2.32
89081 Ulm, Germany