Department of Mathematics, University of Connecticut

• MATH 2210Q (Sec. 007) Applied Linear Algebra [Syllabus]

• MATH 2620 Financial Mathematics I  [Course webpage]

• MATH 5639 Actuarial Loss Models [Course webpage]

• MATH 3640 Short-Term Insurance Ratemaking

• MATH 5640 Short-Term Insurance Ratemaking

• MATH 5798 Stochastic Control and Risk Management in Insurance [Syllabus]

• MATH 5800 Portfolio Optimization and Management

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)