Mathematical Finance and Applied Probability;
My research concerns developing the mathematical models and theory for financial applications and applying the results to financial markets. The topics include pricing and hedging derivative securities, measures of risk, and risk management.
· MATH 1581 Business Mathematics I
· MATH 4430 / 6602 Stochastic Processes
· MATH 2581 Business Mathematics II
· MATH 6910 Stochastic Calculus in Finance