Teaching

This is the list of courses that I am currently teaching at Wilfrid Laurier University.

MF 623: Derivatives and Risk Management

Semester: Winter

This course provides an overview of the derivatives markets and how these contracts are employed by market participants to control their market risk exposures. Students learn different aspects of derivatives, as well as the know-how to implement hedging strategies using these financial instruments. The course also discusses different option trading strategies and covers different methods for pricing derivatives, including the Black-Scholes option pricing model and the quantification of option’s risk based on the "Greeks."

BU 493 - 693: Investment Strategies

Semester: Winter

This course provides an overview of the main investment strategies and tools used by hedge funds and proprietary traders. There are three specific objectives in this course:

• To understand the risks and returns associated with different investment strategies.

• To develop an analytical framework to study investment strategies.

• To acquire data analyst skills required in the study and implementation of investment strategies.

The lectures present central concepts of investment strategies with special emphasis on the financial intuition underlying them. These concepts are illustrated in each class with exercises in which students conduct analyses and implement different methodologies.

MF 791: Machine Learning in Finance

Semester: Spring

Offered: 2023

This course introduces students to diverse methods of machine learning (ML) and their practical implementation in Finance. The aim of this course is to provide students with an understanding of how some common problems in the financial industry can be tackled with machine learning tools.

The course is composed of different modules that take the student through the end-to-end process associated with the deployment of ML solutions. By overviewing key concepts in applied mathematics underlying ML and implementing ML solutions for selected financial problems, students will acquire the skills required to conduct financial analyses using machine learning. Throughout the lectures, illustrative exercises are carried out using a programming language like Python.