University of Edinburgh
School of Mathematics
Probability and Stochastic Analysis Group
Teaching



At Technical University Berlin (DE) (Teacher)
 Stochastic Models (MSc), [30 students], [3236 L 298], Fall 2013/14
 Mathematics II for Economists, [200 students], [3236 L
028], Spring 2013
 Mathematics II for Economists, [200 students], [3236 L 028],
Spring 2012
 Mathematics I for Economists, [200 students], [3236 L 026],
Fall 2011/12
 Mathematics II for Economists, [170 students], [3236 L 028], Spring 2011
Teaching assistant

 Mathematical Finance II (MSc), Spring 2013
At Technical University Berlin (DE) (Teacher)
 Mathematics I for Economists, Fall 2011/12
 Mathematics II for Economists, Spring 2011
At Ecole Polytechnique (FR)
 Numerical methods for Stochastic Differential Equations,
Feb.Mar. 2009
At at Instituto Superior Tecnico (PT)
 Calculus I, Spring 2003/04
 Calculos II, Fall 2003/04
 Calculus III, Spring 2002/03
 Calculus II, Fall 2002/03
Supervision

Supervision (MSc & BA)
 2017/18
 Undergraduate Thesis: Dale, Jack, Liam, Credit Risk modeling, BSc Mathematics, University of Edinburgh (UK)
 2016/17
 MSc thesis: Samuelle Mazzanti, Hidden Markov Models for Credit Rating Transitions and Implications for Credit Risk, MSc Statistics, University of Bologna (It)
 MSc thesis: NikiMavra Kostouli, Credit Stress Testing, MSc Computational Mathematical Finance, University of Edinburgh (UK)
 MSc thesis: Borbala Kovacs, ValueatRisk Calculation using Copulas, MSc Computational Mathematical Finance, University of Edinburgh (UK)
 MSc thesis: Yuanting Hu, Backtesting expected shortfall, MSc Computational Mathematical Finance, University of Edinburgh (UK)
 MSc thesis: YueJian Zhang, Hamiltonian Monte Carlo, MSc Financial Modelling and Optimization, University of Edinburgh (UK)
 2015/16
 MSc thesis: Qiliang Chen, Multilevel Monte Carlo Methods and Fourier analysis, MSc Computational Mathematical Finance, University of Edinburgh (UK)
 MSc thesis: Yangsi Shangguan, BSDEs and stochastic Nash games under performance concerns, MSc Computational Mathematical Finance, University of Edinburgh (UK)
 MSc thesis: Jianan Liu, BSDEs, Wiener Chaos expansions and CVA calculation, MSc Financial Modelling and Optimization, University of Edinburgh (UK)
 MSc thesis: Georgios Samartzis, Large Deviations Principles and Fourier analysis, MSc Computational Mathematical Finance, University of Edinburgh (UK)
 MSc thesis: Nataliia Savina, Mean Variance Optimization to test portfolios, MSc Financial Modelling and Optimization, University of Edinburgh (UK)
 MMath thesis: Claire Stacey, MCMC Methods with Applications to Credit Risk, Masters in Mathematics, University of Edinburgh (UK)
 2014/15
 Summer Project: Seunghyun Seo, Risk free betting, Math Undergrad student, University of Edinburgh (UK)
 MSc thesis: Christos Karamitsos, MCMC methods and estimation of portfolio losses, MSc Financial Mathematics, University of Edinburgh (UK)
 MSc thesis: Xintian Huang, Computing Risk in Credit Portfolios, MSc Financial Mathematics, University of Edinburgh (UK)
 MSc thesis: Zhang Ran, Calibration of financial models, MSc Financial Modelling and Optimization, University of Edinburgh (UK) and Moody's Analytics (through SFRA)
 2013/14
 MSc thesis: Evelina Delikonstantinou, The Skorokhod Embedding Problem and its Applications in Finance, MSc Financial Modelling and Optimization, University of Edinburgh (UK)
 MSc thesis: Kirsty Wallace, The Effect of Supply and Demand on Premia Evaluation, MSc Financial Mathematics, University of Edinburgh
(UK)
 MSc thesis: Hongchao Fan, Simulations of Backward Stochastic Differential Equations with Applications to Finance, MSc Financial Mathematics University of Edinburgh (UK)
 BA Thesis: Nguyen Trong Duy, Asymptotic expansion
for BSDEs at TUBerlin (Berlin, DE)

CoSupervision
 MSc thesis: Xingyi (Sharon) Li, Meansquare Stability of Forward and
Backward Stochastic Differential Equation System, MSc Financial Mathematics, University of Edinburgh (Edinburgh, UK), 2012/13
 MSc thesis: Ana Lucia Baptista, First exit times of Brownian
Motion with Barriers, MSc Applied Mathematics, at Instituto Superior Tecnico (Lisbon, PT), 2009/10