Tommi Sottinen - Teaching

Courses

I have taught, or am teaching, the following courses (BTU=Brandenburg Technical University, UH=University of Helsinki, RU=Reykjavik University, UV=University of Vaasa):

1. Advanced optimization (UV)
2. Algebra I (UH)
3. Decision analysis under uncertainty (UV)
4. Financial mathematics for business students (RU)
5. Financial mathematics for engineering students (RU)
6. Introduction to probability (UH)
7. Linear Algebra I (UV)
8. Malliavin calculus (UH)
9. Mathematical finance (UH)
10. Numerical Finance (UH)
11. Operations Research (UV)
12. Probability I (UH)
13. Probability theory (UH)
14. Probability and Stochastic Processes (UV)
15. Statistics II (RU)
16. Stochastic analysis (UH)
17. Stochastic differential equations(BTU)
18. Stochastic processes (UV)
19. Topology I (UH)

Lecture Notes

Here are some leture notes I have written.

1. A Gentle Introduction to Stochastic Differential Equations with Brownian noise, 28 pages, 2023.
2. Lineaarialgebraa lähinnä tasossa hipauksella GNU Octavea, 81 pages, 2022.
3. Linear Programming with Spice: Or a Gentle Introduction to Linear Models, 72 pages, 2022.
4. Malliavin-laskenta: Eli gaussisten prosessien derivointi, 87 pages, 2006.
5. Octave with Spice: Or a Gentle Introduction to GNU Octave Towards Linear Programming, 37 pages, 2022.
6. Operations Research with GNU Linear Programming Kit, 200 pages, 2009.
7. Operations Research with GNU Octave, 187 pages, 2010.
8. Päätöksenteko epävarmuuden vallitessa, 100 pages, 2009.
9. Päätöksiä ja Paatoksia, 146 pages, 2011.
10. Päätöksentekoa Oliopolion aikaan, 86 pages, 2023.
11. Probability and Stochastic Processes with a Twist of GNU Octave towards Queuing, 181 pages, 2018.
12. Rahoitusteoria: Eli optioiden hinnoittelun ja toistamisen taito tai oppi optioiden oikeasta hinnasta, 149 pages, 2006.
13. Todennäköisyysteoria: Teoria mitasta, mitallisuudesta, mitattomuudesta ja riippumattomuudesta, 130 pages, 2006.