Teaching
Teaching
PhD students
PhD students
Ruiyu Han
Ruslan Mirmominov
Jonghwa Park
Courses at Carnegie Mellon University
Courses at Carnegie Mellon University
Advanced Topics in Financial Mathematics: Advanced Optimal transport (21882): Lecture notes (continuously updated)
Stochastic Calculus for Finance I (46-944):Â
Courses at Columbia University
Courses at Columbia University
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)