Lecture notes and slides from courses I have taught in asset pricing, derivatives, investments, financial technology, and stochastic foundations — to undergraduates, graduate students, and MBAs at WashU Olin , Miami Herbert and ESSEC Business School . Materials are open for anyone to use. Everything renders in HTML for cross-device consistency; I am still adding content from past courses.
Available Materials
Asset Pricing
Notes and slides covering foundations of asset pricing theory, stochastic discount factors in discrete and continuous time, continuous-time asset pricing, and commodity pricing. I have used some of these materials in my Topics in Quantitative Finance (FIN 5018) course at WashU. I am still adding to and refining this section.
Data Analysis for Investments
Python notebooks covering financial data acquisition, return computation, factor models, portfolio optimization, and time-series analysis. I have used these materials in my Data Analysis for Investments (FIN 6533) course at WashU, which I typically teach online during Summer sessions for graduate students in finance at WashU.
Derivatives
Notes and slides covering forwards, futures, options, binomial pricing, and Black-Scholes applications. I have used these notes in my Options and Futures (FIN 5240), Derivative Securities (FIN 5241), and Options, Futures and Derivative Securities (FIN 4510) courses at WashU. I started working on these notes when teaching similar courses at the University of Miami for undergraduate, graduate, and MBA students.
Financial Technology
Python notebooks covering optimization, data science, option pricing, blockchain, and stablecoins. I have used these materials in my Financial Technology: Methods and Practice (FIN 4506/5506) courses at WashU, which is an elective course for both undergraduate and graduate students. Some of these materials were developed when I taught a similar course at the University of Miami for graduate students.
Investments
Notes and slides covering portfolio theory, fixed income, and market microstructure for use across investment courses. I have used these notes in my Investments (FIN 4410) and Investment Theory (FIN 5320) courses at WashU. I taught the Investments (FIN 320) course at the University of Miami to undergraduates for many years.
Digital accessibility (Lighthouse): 99.88/100 across 26 audited pages.
Stochastic Foundations for Finance
Notes covering probability, random walks, Brownian motion, stochastic calculus, and continuous-time asset pricing. I have used these notes in my Stochastic Foundations for Finance (FIN 5380) course at WashU, which is required for students in the Quantitative Finance and Wealth and Asset Management master’s programs.