Teaching:
Spring 2011
ORF 515 / FIN 503 Asset Pricing II: Stochastic Calculus & Advanced Derivatives (joint with Birgit Rudloff)
Classes: Tue & Thu 9:30 - 10:50, Bendheim Center for Finance 103
Fall 2011
ORF 535 / FIN 535_F2011 Financial Risk Managment (joint with Maxim Bichuch)
Classes: Mon & Wed 11:00 - 12:20, Sherrerd Hall 001
Spring 2011
ORF 515 / FIN 503 Asset Pricing II: Stochastic Calculus & Advanced Derivatives
Classes: Tue & Thu 9:30 - 10:50, Bendheim Center for Finance 103
Fall 2010
ORF 557 Stochastic Analysis Seminar: Asymptotics of Implied Volatility in Stochastic Volatility Models
Classes: Mon & Wed 12:30 - 1:20, Bendheim Center for Finance 103
Spring 2010
ORF 515 / FIN 503 Asset Pricing II: Stochastic Calculus & Advanced Derivatives
Classes: Tue & Thu 9:30 - 10:50, Bendheim Center for Finance 103
