I teach undergraduate and graduate courses in investments, derivatives, stochastic methods, and fintech, mostly from the board. In courses with slides, the slides complement the board with pictures, plots, and sometimes an equation, but I almost never go through them slide by slide. The full derivations are in the notes, so we can spend our time together on the part that’s hard to get from reading: working problems until the tools feel natural. Once the basic steps come easily, you feel more confident and have more room in your head for the harder stuff that comes later, and research on learning math backs this up (National Research Council 2001; Willingham 2009). Outside class, I enjoy mentoring students on research projects and career development.
Current
Updated Oct 22
Stochastic Foundations for Finance (FIN 5380)
Notes Problem Sets Handouts
This course develops the probability and stochastic processes behind continuous-time finance, from conditioning, martingales, and Poisson processes to Brownian motion, Itô calculus, and Girsanov’s theorem, and applies them to stochastic discount factors, risk-neutral pricing, and the Black-Scholes model.
Notes from the Stochastic Foundations for Finance class materials.
Updated Oct 20
Derivative Securities (FIN 5241)
Notes Problem Sets Handouts
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, options on indices, currencies, and futures, the Greeks, and selected exotic options.
Notes from the Derivatives class materials.
Past Courses
Investment Theory (FIN 5320)
Notes Slides Problem Sets Handouts
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.
Notes and slides from the Investments class materials.