Stochastic Calculus with Asset Pricing Applications
In Spring of 2016 and 2017, I was the Graduate Student Instructor (GSI) for the Master of Financial Engineering course "Stochastic Calculus with Asset Pricing Applications" (MFE 230Q) taught by Johan Walden at the UC Berkeley Haas School of Business.
Course Materials:
Course Materials:
Below, I provide links to course handouts and materials which are entirely my own work, or derived from public references.
- Supplementary Handout: The Fundamental Theorems of Asset Pricing
- Supplementary Handout: The Ito Formula
- Supplementary Handout: Brownian Motion, The Girsanov Theorem, and Option Pricing
- Supplementary Handout: Stochastic Differential Equations and the Black-Merton-Scholes (BMS) Model
Teaching Evaluations:
Teaching Evaluations:
My Median GSI Overall Effectiveness Score for both semesters was 7/7
Below are my teaching evaluations for this course: