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Stephan

Stephan Sturm

Associate Professor
Department of Mathematical Sciences
Stratton Hall 312
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: upon request per email.

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Teaching:

Online support to my courses is provided through Piazza.

A-term 2025: ID 2999 Cultural Orientation for Hong Kong [jointly with Katherine Foo]

B-term 2025: MA 4237 Probabilistic Methods in Operations Research

C-term 2026: IQP Hong Kong Project Center

D-term 2026: MA 4287 Topics in Actuarial Mathematics: Rational Pricing of Derivative Securities



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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 574 Poerfolio Valuation and Risk Management (Spring 2025)
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 2621 Probabilty for Applications (Summer 2025, E2 term [online]; Fall 2024, A-term; Spring 2024, D-term; Spring 2023, D-term)
MA 2631 Probabilty Theory (Spring 2025, D-term; Summer 2024, E1 term [online]; Fall 2022, A-term; Fall 2021, A-term; 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; Fall 2013, A-term; Fall 2012, A-term)
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 2023, B-term; Fall 2021, B-term; 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 Derivative Securities (Fall 2016, A-term)
ID 2999 Cultural Orientation for Hong Kong [jointly with Katherine Foo] (Fall 2024, A-term)
IQP Project Center Hong Kong (Spring 2024, C-term;Spring 2023, C-term; 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)
IQP Project Center Bangkok (Spring 2022, C-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, 08/15/25