Teaching

I currently teach one course in our specialized Master's program in Quantitative Risk Analysis and Management and one PhD course titled, "Risk, Information and Incentives." Here are the current syllabi for the two courses.

  1. QRAM 8630: Interest Rate Models: Master's level course

  2. RMI 9070: Risk, Information and Incentives: PhD course.

In the past, I have taught undergraduate and Master's courses on Financial Risk Management and Derivative Securities, as well as PhD courses on Dynamic Asset Pricing Theory, Corporate Finance Theory, Stochastic Processes, and Game Theory and Mechanism Design.