My teaching integrates financial theory, data analysis, and implementation, with courses across investments, derivatives, stochastic methods, and fintech. I have taught both undergraduate and graduate courses, and I am passionate about helping students develop the skills and intuition to succeed in finance. I also enjoy mentoring students on research projects and career development.
Current
Investments (FIN 4410)
I teach the first half of the class. In my part I cover the foundations of investments, including probability and statistics for asset returns, bond pricing and the term structure of interest rates, risk-return trade-offs and capital allocation, portfolio theory, and index models.
Financial Technology: Methods and Practice (FIN 4506/5506)
I teach the first half of the class. In my part I cover Python methods for financial data analysis, portfolio optimization and performance evaluation, neural-network approaches to option pricing and volatility surfaces, and core topics in crypto finance including blockchain design, proof-of-work vs. proof-of-stake economics, AMM market microstructure, and stablecoin peg risk.
Past Graduate
Investment Theory (FIN 5320)
This course develops modern investments theory under uncertainty, with emphasis on risk-return trade-offs, portfolio choice, CAPM and index models, active management, and fixed-income valuation including bond pricing, forward rates, and interest-rate risk.
Topics in Quantitative Finance (FIN 5018)
This course focuses on advanced asset-pricing methods used in quantitative finance, including the Fisher model, expected utility under uncertainty, consumption-based asset pricing, payoff-space geometry, stochastic discount factors, continuous-time pricing, and commodity pricing.
Stochastic Foundations for Finance (FIN 5380)
This foundations course prepares students for mathematical finance by covering probability, martingales, Brownian motion and diffusion models, stochastic calculus (including Ito’s lemma), and continuous-time asset-pricing applications.
Derivative Securities (FIN 5241)
This course provides an in-depth treatment of derivative securities, with emphasis on option valuation and hedging. Topics include option strategies and spreads, Black-Scholes pricing, dividends/currency/futures options, the Greeks, and selected exotic options.
CFAR Practicum (FIN 5019)
The CFAR Practicum is a project-based consulting course in which teams work with company partners on real finance problems. Students apply tools learned in class to client deliverables, with faculty advising throughout the semester and evaluation based on milestones and final presentation quality.
Past Undergraduate
Options, Futures and Derivative Securities (FIN 4510)
This course introduces the pricing and use of derivative securities, including forwards, futures, options, and swaps. Core topics include arbitrage and replication, binomial and Black-Scholes valuation, hedging, the Greeks, and practical trading applications.
Online
Data Analysis For Investments (FIN 8533)
This online course develops empirical investments skills with Python (and optional R/Matlab), combining theory and implementation. Topics include portfolio optimization, factor models and investing, Bayesian and shrinkage methods, predictability, performance evaluation, anomalies and limits to arbitrage, behavioral finance, and Black-Litterman allocation.
Options and Futures (FIN 5240)
This online course introduces derivative markets with emphasis on forwards, futures, and options. It covers pricing relationships, hedging with futures, and option valuation using binomial methods.