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Stephan

Stephan Sturm

Associate Professor
Department of Mathematical Sciences
Stratton Hall 202C
Worcester Polytechnic Institute
100 Institute Road
Worcester, MA 01609-2280
USA


Fon: + 1 / 508 / 831 - 5921
Fax:  + 1 / 508 / 831 - 5824
Email:
Stephan_Mail

Office hours: Monday 11:00-11:50am, Tuesday 1:00-1:50, Thursday 10:00-10:50, Friday 1:00-1:50.


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Teaching:

Online support to my courses is provided through Piazza.

A-term 2021: MA 2631 Probability

B-term 2021: MA 4237 Probabilistic Methods in Operations Research

C-term 2022: IQP Bangkok Project Center

D-term 2022: MA 1023 Calculus III



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Previous Teaching:

MA 528 Measure Theoretic Probability Theory (Fall 2014; Fall 2013)
MA 529 Stochastic Processes (Spring 2014)
MA 572 Financial Mathematics II (Spring 2019)
MA 573 Computational Methods in Financial Mathematics (Spring 2018, D-term; Spring 2017)
MA 575 Market and Credit Risk Models and Management (Spring 2021, Spring 2013)
MA 1023 Calculus III (Fall 2020, A-term Summer 2019, E1 term; Fall 2018, A-term, Sections A04-A08)
MA 1801 Denksport: Paris-Math. A seminar on Math, Poetics and Paris (Spring 2021, D-term)
MA 2631 Probabilty (Summer 2021, E1 term [online]; Summer 2020, E1 term [online]; Summer 2019, E1 term [online]; Summer 2018, E1 term [online]; Fall 2015, A-term, Section A02; Fall 2014, A-term, Sections A01 & A02; Fall 2013, A-term, Sections A01 & A02; Fall 2012, A-term, Section A02)
MA 3211 Theory of Interest (Fall 2012, B-term)
MA 3231 Linear Programming (Summer 2021, E2 term [online]; Summer 2020, E2 term [online])
MA 4237 Probabilistic Methods in Operations Research (Fall 2017, B-term; Fall 2015, B-term)
MA 4891 Topics in Mathematics: Point-Set Topology (Spring 2018, D-term)
MA 4892 Topics in Actuarial Mathematics: Rational Pricing of Derivatives (Fall 2016, A-term)
IQP Project Center Hong Kong (Spring 2018, C-term; Spring 2015, C-term)
IQP Project Center Hangzhou (Fall 2016, B-term)
IQP Project Center Kyoto (virtual) (Fall 2020, B-term)

The Chinese University of Hong Kong, Department of Systems Engineering and Engineering Management

SEEM 2520B Fundamentals of Financial Engineering (Fall 2019)
SEEM 5870 Computational Finance (Fall 2019)

Boston University, School of Management

MF 795 Stochastic Methods of Mathematical Finance II (Fall 2013)

Princeton University, Department of Operations Research and Financial Engineering

ORF 515 / FIN 503 Asset Pricing II: Stochastic Calculus & Advanced Derivatives (Spring 2012 [jointly with Birgit Rudloff]; Spring 2011; Spring 2010)
ORF 535 / FIN 535 Financial Risk Managment (Fall 2011 [jointly with Maxim Bichuch])
ORF 557 Stochastic Analysis Seminar: Asymptotics of Implied Volatility in Stochastic Volatility Models (Fall 2010)

TU Berlin, Institut für Mathematik (2004-2009; as Teaching Assistant)


Stephan Sturm, 09/07/21