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 6910 Stochastic Calculus in Finance (See the Moodle site)
IMPORTANT: For students enrolled in MATH 1581 and MATH 1550, please do NOT purchase the text until the first day of class. You will need an access code to register for the on-line system and there will be a cheaper option including eBook, which will be explained in class on Thursday Sept 10.
· MATH 1581 Business Mathematics I
· MATH 1550 Mathematics with Management Applications
· MATH 6910 Stochastic Calculus in Finance
· MATH 2581 Business Mathematics II
· MATH 4430 / 6602 Stochastic Processes