Teaching

  • Probability and Random Processes II, MATH/STAT 626: Winter 2008, Winter 2009, Winter 2012, Winter 2013, Winter 2015, Winter 2017.
  • Probability and Random Processes I, MATH/STAT 625, Winter 2007, Fall 2007, Fall 2008, Fall 2011, Fall 2013, Fall 2014, Fall 2017.
  • Computational Finance, MATH/IOE 623: Fall 2004, Winter 2005, Winter 2006, Fall 2006, Fall 2010, Winter 2011, Fall 2015.
  • Financial Mathematics I, Math 573: Fall 2018, Fall 2023.
  • Discrete State Stochastic Processes, MATH/STAT 526: Fall 2008, Fall 2016.
  • Continuous Time Stochastic Analysis for Finance, Math 506: Fall 2007, Winter 2018, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.
  • Mathematical Finance, MATH 423: Fall 2005, Winter 2012, Winter 2013.