Teaching

2013-2018 I gave courses in financial mathematics. First, at the University of Stockholm and now at the Technical University of Eindhoven. The general topics of these courses are: interest rate, yields, portfolio management (Markowitz), and option pricing the Binomial and the Black-Scholes model.
Before 2013 I gave instructions for a number of courses on calculus, probability, statistic.

During that time Tim Hulshof and I wrote an 30-page introduction to probability and statistics for non-mathematicians in Dutch. This document is create to help first and second year bachelor students that have either problem with the book of the course, in this case the Montgomery was not very appreciated by the students, or with the English language, or both. This document can be found here.