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Older papers: published before 2007
More recent papers.

``Vintage'' courses in Math Finance from the 1990's

Topics in Applied Probability: Stochastic Differential Equations and Markov Processes (Fall 99)
  • Description

  • Information Theory and Financial Modeling (Fall 98)
  • Syllabus
  • Reading List

  • First homework (postcript)

  • Mathematics of Finance I
  • Course Notes (Falls 95, 96)

  • Mathematics of Finance II & the mathematics of financial risk-management
  • Course Notes (Springs 96,97,98)