Lukas Gonon

About
Contact
Teaching
Short CV
Research

Teaching and Coordination

Spring 18: Computational Methods for Quantitative Finance: PDE Methods with Prof. Dr. Christoph Schwab.
Autumn 17: Probability Theory with Prof. Dr. Alain-Sol Sznitman.
Spring 17: Computational Methods for Quantitative Finance: PDE Methods with Prof. Dr. Christoph Schwab.
Spring 16: Computational Methods for Quantitative Finance: PDE Methods with Prof. Dr. Christoph Schwab.
Autumn 15: Stochastic Filtering - Theory and Applications with Dr. Philipp Harms.
Autumn 15: Stochastik with Prof. Dr. Josef Teichmann.
Spring 15: Computational Methods for Quantitative Finance: PDE Methods with Prof. Dr. Christoph Schwab.
Autumn 14: Stochastik with Prof. Dr. Marloes Maathuis.
Spring 14: Wahrscheinlichkeitsrechnung und Statistik with Prof. Dr. Josef Teichmann.

Supervision

MSc and Semester Thesis

Nick Zumbuehl, Neural Networks and Statistical Arbitrage (ongoing), MSc Thesis, joint supervision with Prof. Dr. J.-P. Ortega.
Michael Giegrich, Topics in Deep Hedging, 2018, MSc Thesis, joint supervision with Prof. Dr. J. Teichmann.
Baranidharan Mohan, Stochastic Filtering using Deep Learning, 2017, Seminar project, joint supervision with Prof. Dr. J. Teichmann.
Victoria Keller, Pricing of American Options by Markov Chain Methods, 2017, MSc Thesis, joint supervision with Prof. Dr. J. Teichmann.

Other

07/2015: Team Leader at the Financial Mathematics Team Challenge at University of Cape Town.
Last update 26/09/2018.