Teaching Portfolio
I am currently teaching in the Master of Finance Programme of the University of Neuchâtel, the EMBA Progammes of the University of Fribourg and University of St. Gallen, the Ph.D. Programme of the University of Mannheim and the Master in Finance Programme of the University of Lausanne.
Current Executive MBA Course: Risk Management & FinTech (14 weeks)
The course offers an introduction to risk management and the world of financial technology (FinTech) on the Executive MBA level. It combines regular lectures with exercise sessions and case study discussions.
Week 01: Kick-off Meeting
Week 02: Risk Management in Perspective
Week 03: Risk Measures
Week 04: Market Risk
Week 05: Credit Risk
Week 06: Exercise Session: Risk Management
Week 07: FinTech Revolution: An Overview
Week 08: Artificial Intelligence in Finance
Week 09: Digital Assets
Week 10: Cryptocurrencies
Week 11: Exercise Session: FinTech
Week 12: Case Study Discussion on FinTech
Week 13: Course Wrap-Up and Exam Preparation
Week 14: Exam
CURRENT Master in Finance Course: Derivatives (14 weeks)
The course offers an introduction to the pricing of forwards, futures, swaps, and options. It combines regular lectures with exercise sessions, case study discussion, and programming tutorials.
Week 01: Kick-off Meeting
Week 02: Introduction and Trading Strategies
Week 03: Forwards and Futures
Week 04: Exercise Session: Forwards and Futures
Week 05: Swaps
Week 06: Exercise Session: Swaps
Week 07: Options: Distribution-Independent Characteristics and the Binomial Model
Week 08: Exercise Session: Options: Binomial Model
Week 09: Options: Black-Scholes Equation
Week 10: Options: Applying Black-Scholes and Greeks
Week 11: Exercise Session: Black-Scholes and Greeks
Week 12: Case Study Discussion on Options
Week 13: Course Wrap-Up and Exam Preparation
Week 14: Exam
CURRENT Master in Finance Course: Alternative Investments (14 weeks)
The course offers an introduction to hedge funds and other alternative investments. It combines regular lectures with exercise sessions, case study discussions, and programming tutorials.
Week 01: Kick-off Meeting
Week 02: Introduction to Hedge Funds
Week 03: Trading Strategies of Hedge Funds
Week 04: Risk and Returns of Hedge Funds
Week 05: Asset Pricing Models for Hedge Funds
Week 06: The Economic Role of Hedge Funds
Week 07: Exercise Session: Hedge Funds
Week 08: Private Equity and Venture Capital
Week 09: Infrastructure Investments
Week 10: Real Estate
Week 11: Commodities
Week 12: Currencies and Cryptocurrencies
Week 13: Course Wrap-Up and Exam Preparation
Week 14: Exam
CURRENT Master in Finance Course: Risk Management (14 weeks)
The course offers an introduction to risk management on the master's level. It combines regular lectures with exercise sessions, case study discussions, and programming tutorials.
Week 01: Kick-off Meeting
Week 02: Risk and Risk Management in Perspective
Week 03: Risk Measures
Week 04: Exercise Session: Risk Measures
Week 05: Volatility Modelling
Week 06: Dependence Modelling
Week 07: Exercise Session: Volatility and Dependence Modelling
Week 08: Tail Risk Hedging
Week 09: Credit Risk
Week 10: Exercise Session: Tail Risk Hedging and Credit Risk
Week 11: Liquidity Risk
Week 12: Operational Risk
Week 13: Course Wrap-Up and Exam Preparation
Week 14: Exam
Past Master in Finance Course: Econometrics (14 weeks)
The course offers an introduction to econometrics on the master's level. It combines regular lectures with exercise sessions and programming tutorials.
Week 01: Kick-off Meeting
Week 02: The Simple Linear Regression Model
Week 03: The Multivariate Linear Regression Model
Week 04: Exercise Session: Linear Regression
Week 05: Regression Analysis: Asymptotics and Inference
Week 06: Exercise Session: Asymptotics and Inference
Week 07: Regression Analysis with Panel Data
Week 08: Exercise Session: Panel Data Regression
Week 09: Regression Analysis with Time-Series Data
Week 10: Exercise Session: Time-Series Data Regression
Week 11: Introduction to Machine Learning
Week 12: Exercise Session: Machine Learning
Week 13: Course Wrap-Up and Exam Preparation
Week 14: Exam