Teaching by Uwe Schmock



Semester University Course
Summer 2016 TU Vienna Stochastic Analysis in Financial and Actuarial Mathematics 2
Stochastic Analysis in Financial and Actuarial Mathematics 3 and Excersices
Applied Areas of Mathematics
(jointly with colleagues)
Winter 2015/16 TU Vienna Life and Health Insurance Mathematics
(jointly with Dipl.-Ing. Karl Metzger)
Stochastic Analysis in Financial and Actuarial Mathematics 1
Summer 2015 TU Vienna Credit risk models and derivatives
Stochastic Analysis in Financial and Actuarial Mathematics 2
Computational Finance
(jointly with Prof. Dr. Ansgar Jüngel)
Applied Areas of Mathematics
(jointly with colleagues)
University of Salzburg Introduction to Financial Mathematics
(in cooperation with the Actuarial Association of Austria)
Winter 2014/15 TU Vienna Stochastic analysis in financial and actuarial mathematics 1
Stochastic Integration
Summer 2014 TU Vienna Credit risk models and derivatives
Fields of Mathematics
(jointly with colleagues)
Summer 2013 TU Vienna Credit risk models and derivatives
Stochastic Analysis in Financial and Actuarial Mathematics 2
Fields of Mathematics
(jointly with colleagues)
Winter 2012/13 TU Vienna Interest rate models and derivatives
Life and health insurance mathematics
Summer 2012 TU Vienna Mathematical Finance 2: Continuous-Time Models and Exercises
Fields of Mathematics
(jointly with colleagues)
University of Salzburg Introduction to Financial Mathematics
(in cooperation with the Actuarial Association of Austria)
Winter 2011/12 TU Vienna Life and Health Insurance Mathematics
(jointly with Dipl.-Ing. Karl Metzger)
Stochastic Analysis in Financial and Actuarial Mathematics 3 and Exercises
Summer 2011 TU Vienna Mathematical Finance 2: Continuous-Time Models
Mathematical Finance 1: Discrete-Time Models
Fields of Mathematics
(jointly with colleagues)
Winter 2010/11 TU Vienna Life and Health Insurance Mathematics
(jointly with Dipl.-Ing. Karl Metzger)
Term Structure and Credit Risk Models
Summer 2010 TU Vienna Mathematical Finance 2: Continuous-Time Models
Stochastic Analysis in Financial and Actuarial Mathematics 2
Fields of Mathematics
(jointly with colleagues)
Winter 2009/10 TU Vienna Life Insurance Mathematics
Stochastic Analysis in Financial and Actuarial Mathematics 1 and Exercises
Seminar on Computational Finance
(jointly with Prof. Dr. Ansgar Jüngel)
Summer 2009 TU Vienna Stochastic Analysis in Financial and Actuarial Mathematics 2
Non-Life Insurance Mathematics
Fields of Mathematics
(jointly with colleagues)
University of Salzburg Introduction to Financial Mathematics
(in cooperation with the Actuarial Association of Austria)
Winter 2008/09 TU Vienna Stochastic Analysis in Financial and Actuarial Mathematics 1
Life and Health Insurance Mathematics
Seminar on Stochastic Integration
Summer 2008 TU Vienna Stochastic Integration
Mathematical Finance: Discrete-Time Models
Winter 2007/08 TU Vienna Life Insurance Mathematics
Term Structure and Credit Risk Models
Summer 2007 TU Vienna Advanced Life Insurance Mathematics
University of Salzburg Introduction to Financial Mathematics
(in cooperation with the Actuarial Association of Austria)
Winter 2006/07   Sabbatical
Summer 2006 Scuola Normale Superiore,
Palazzone di Cortona, Italy
Mathematical Finance
(Scuola Matematica Interuniversitaria, advanced 3-week summer course jointly with Prof. Dr. Wolfgang Runggaldier)
TU Vienna Non-Life Insurance Mathematics
Advanced Life Insurance Mathematics
(jointly with Dr. Reinhold Kainhofer)
Numerical Methods in Financial and Actuarial Mathematics
(jointly with Dr. Reinhold Kainhofer)
Winter 2005/06 TU Vienna Term Structure and Credit Risk Models
(jointly with Dr. Reinhold Kainhofer)
Life and Health Insurance Mathematics
Summer 2005 TU Vienna Non-Life Insurance Mathematics
Advanced Life Insurance Mathematics
(jointly with Dr. Reinhold Kainhofer)
Advanced Derivatives
(jointly with Dr. Reinhold Kainhofer)
Winter 2004/05 TU Vienna Life Insurance Mathematics
Asset Pricing
(jointly with Dr. Reinhold Kainhofer)
Life and Health Insurance Mathematics
(jointly with Dr. Reinhold Kainhofer)
University of Salzburg Introduction to Financial Mathematics
(in cooperation with the Actuarial Association of Austria)
Summer 2004 TU Vienna Non-Life Insurance Mathematics
Advanced Life Insurance Mathematics
(jointly with Dr. Reinhold Kainhofer)
Winter 2003/04 TU Vienna Life Insurance Mathematics
Fields of Technical Mathematics
(jointly with colleagues)
Université Louis Pasteur
(Strasbourg)
Term Structure and Credit Risk Models
Summer 2003 ETH Zürich Term Stucture and Credit Risk Models
(jointly with Prof. Dr. Philipp J. Schönbucher)
Winter 2002/03 ETH Zürich Mathematical Foundations of Finance
(jointly with colleagues)
Mathematical Finance: Discrete and Continuous Time Models
(jointly with colleagues)
Summer 2002 ETH Zürich Introduction to Mathematical Finance: Incomplete Markets and Trade Restrictions
(jointly with Dr. Thorsten Rheinländer)
University of Zürich Financial Mathematics II
Università di Perugia Finanza Matematica
(Scuola Matematica Interuniversitaria)
Winter 2001/02 ETH Zürich Introduction to Mathematical Finance: Interest Rate Models
(jointly with Prof. Dr. Freddy Delbaen and Dr. T. Rheinländer)
University of Zürich Financial Mathematics I
Université Louis Pasteur
(Strasbourg)
Interest Rate and Credit Risk Models
Summer 2001 ETH Zürich Introduction to Mathematical Finance: Continuous-Time Models
(jointly with Prof. Dr. Freddy Delbaen and Dr. T. Rheinländer)
Winter 2000/01 ETH Zürich Introduction to Mathematical Finance: Discrete-Time Models
(jointly with Prof. Dr. Freddy Delbaen and Dr. T. Rheinländer)
Université Louis Pasteur
(Strasbourg)
Securitization and Model Risk
Summer 2000 ETH Zürich Introduction to Mathematical Finance: Exotic Options
(jointly with Prof. Dr. Freddy Delbaen and colleagues)
University of Basle Probability Theory and Statistics II
Université Louis Pasteur
(Strasbourg)
Interest Rate Models
Winter 1999/2000 ETH Zürich Introduction to Mathematical Finance: Interest Rate Models
(jointly with Prof. Dr. Freddy Delbaen)
Université Louis Pasteur
(Strasbourg)
Securitization and Model Risk
University of Basle Probability Theory and Statistics I
Summer 1999 ETH Zürich Introduction to Mathematical Finance: Continuous-Time Models
(jointly with Prof. Dr. Freddy Delbaen)
Algebra II (for electrical engineers)
Winter 1998/99 ETH Zürich Introduction to Mathematical Finance: Discrete-Time Models
(jointly with Prof. Dr. Freddy Delbaen)
Algebra I (for electrical engineers)
Université Louis Pasteur
(Strasbourg)
Bonds and Interest Rate Options
Securitization and Model Risk
Summer 1998 ETH Zürich Modelling Fixed Income Securities and Interest Rate Options
(jointly with Prof. Dr. Freddy Delbaen and Dr. Rüdiger Frey)
Stochastic Differential Equations with Applications in Finance
(jointly with Prof. Dr. Philip Protter)
Winter 1997/98 ETH Zürich General Introduction to Stochastic Integration
(jointly with Prof. Dr. Freddy Delbaen)
Winter 1994/95 University of Zürich Applied Stochastics
Summer 1992 University of Zürich Measure Theory

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Last update: June 01, 2016