Texts in English

Machine Learning

Stochastic Differential Equations

Stochastic Differential Equations: Solved problems from Øksendal’s book

Malliavin Calculus

Malliavin Calculus: Solved problems from Nunno, Øksendal & Proske

An Introduction to Malliavin Calculus (slides)

An Application of Malliavin Calculus to Finance (poster)

Monotonicity of Option Prices with Respect to Volatility

Monotonicity of Option Prices with Respect to Volatility (Poster)

Financial Risk Management with R

Advanced Linear Algebra

Analysis 1

Statistical Inference

Principles of Microeconomics

Principles of Macroeconomics

Intuitionistic Logic

Study Practices