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:

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:

My Median GSI Overall Effectiveness Score for both semesters was 7/7

Below are my teaching evaluations for this course:

Spring 2016
Spring 2017

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