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Kasper Larsen
Contact and mini bio
Papers
Teaching
CMU (MSCF): Credit derivatives
CMU (MSCF): Math prep
CMU (MSCF): Stochastic calc II
CMU: Projects (21365)
Rutgers (MSMF): Computational Finance (16:643:623)
Rutgers (MSMF): Mathematical Finance 1 (16:643:621)
Rutgers (Ph.D.): Topics in Probability and Ergodic Theory I (16:642:591)
Rutgers: Intro Math Reasoning (01:640:300)
Rutgers: Reading course in computational finance (Summer 2020)
Kasper Larsen
Teaching
Teaching material from various courses I taught in the past can be found using the below links.
Google Sites
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