Teaching

Severin Nilsson, 2024-

Ruiyu Han, 2023-2026: now postdoc at Johns Hopkins

Ruslan Mirmominov, 2023-2026: now quant researcher with Morgan Stanley

Jonghwa Park, 2022-2026: now postdoc at ETH Zurich

Advanced Topics in Financial Mathematics: Advanced Optimal transport (21882): Lecture notes (continuously updated)

Stochastic Calculus for Finance I (46-944)

Stochastic Processes and Applications (STAT GU4264 and GR5264)

Statistical Inference (STAT GU4204 and GR5204)

Stochastic Methods in Finance (GR5265 and GU4265)

Calculus based Introduction to Statistics (STATUN1201)