Teaching

Interested in a Bachelor project or Master's thesis? Please contact me to discuss your interests and available topics.

CompSDE

Computational Methods for SDEs

GU & Chalmers: MMA630 & MVE565

Course pages: 2024, 2022, 2020, 2019

StochDatProc

Stochastic Data Processing and Simulation

Chalmers & GU: TMS150 & MSG400

Course pages: 2024, 2023, 2022, 2021, 2020, 2019

FTS

Financial Time Series

Chalmers & GU: TMS088 & MSA410

Course pages: 2022, 2021, 2018, 2017, 2016, 2015

SPDE

Stochastic Partial Differential Equations

GU & Chalmers: PhD course NFMV019

Course pages: 2021, 2017

Classics Numerics

Classic Papers in Numerics

GU & Chalmers: PhD course NFMV018

Course page: 2021

RPDE

Random Partial Differential Equations

GU & Chalmers: PhD course

Course page: 2017

SimRF

Simulation of Random Fields

GU & Chalmers: PhD course

Course page: 2015