Department of Mathematics, University of Connecticut
Current teaching (Spring 2022):
MATH 2210Q (Sec. 007) Applied Linear Algebra [Syllabus]
MATH 5798 Stochastic Control and Risk Management in Insurance [Syllabus]
MATH 2620 Financial Mathematics I [Course webpage]: 2020 Fall, 2021 Spring
MATH 5639 Actuarial Loss Models [Course webpage]: 2018 Fall, 2019 Fall, 2020 Fall, 2021 Fall
MATH 3640 Short-Term Insurance Ratemaking: 2019 Fall
MATH 5640 Short-Term Insurance Ratemaking: 2019 Spring, 2020 Spring
MATH 5800 Portfolio Optimization and Management: 2018 Spring
Lecture slides (consolidated file) or by topics: (1) Simple Strategies; (2) Mean-Variance (MV) Portfolio Strategies; (3) CAPM; (4) Extensions on MV; (5) Passive and Active Management; (6) Risk Measures; (7) Performance Measures; (8) Continuous-time Financial Market; (9) Continuous-time MV; (10) Portfolio Insurance; (11) Utility Maximization
Exams: Mid-term Exam and Final Exam
MATH 5640 (old) Advanced Topics in Actuarial Mathematics I: 2017 Fall
Department of Applied Mathematics, University of Washington
2017 Spring: CFRM 543 Portfolio Optimization and Asset Management
2017 Spring: CFRM 461 Probability and Statistics for Computational Finance
2017 Winter: CFRM 558 Fixed Income Analytics and Portfolio Management
(Partial) Lecture Notes for CFRM 558: Introduction to Fixed Income; Introduction to Fixed Income Derivatives; Discrete Tree Models; Short Rate Models; HJM Model; Market Models
Department of Mathematical & Statistical Sciences, University of Alberta
2015 Winter: STAT 141 Introduction to Statistics
2014 Summer: STAT 151 Introduction to Applied Statistics I (Lecture Notes)