Teaching and Mentoring
University of Michigan:
I have acted as a class instructor for the following courses:
Math 423: Mathematics of Finance (2 sections in Winter Semester 2024)
Math 423: Mathematics of Finance (Fall Semester 2023)
Carnegie Mellon University:
I have acted as a class instructor for the following courses:
21-325 Probability (Spring Semester 2023)
21-122 Integration and Approximation (Fall Semester 2022)
21-260 Differential Equations (Spring Semester 2022 and 2021)
21-259 Calculus in 3 Dimensions (Fall Semester 2021)
Mentoring Experience:
PhD student co-supervision (Spring 2023): Co-supervised a PhD student in writing up a research paper. Paper title: "Propagation of chaos for point processes induced by particle systems with mean-field drift interaction".
21-599 Undergraduate Reading and Research (Spring 2023): Supervised an undergraduate female student who worked on a novel research project. The student worked in a team with one more student (see below). Project title: "Large-population asymptotics for the maximum of a Gaussian mean-field system" (paper accepted in Statistics and Probability Letters).
Highway to Undergraduate Research in the Academic Year (HURAY, Spring 2023): Supervised a federal work-study eligible undergraduate student who worked on a novel research project. The student worked in a team with one more student (see above). Project title: "Large-population asymptotics for the maximum of a Gaussian mean-field system" (paper accepted in Statistics and Probability Letters).
Summer Undergraduate Research Apprenticeship (SURA, Summer 2022): Supervised two undergraduate students. Project title: "Lookback option pricing under the Black-Scholes model (analytically and numerically)"
University of Oxford:
Acted as a Teaching Assistant for the following courses:
B8.2 Continuous Martingales and Stochastic Calculus (Hilary 2016)
B8.3 Mathematical Models of Financial Derivatives (Hilary 2016 & 2017)
B8.4 Communication Theory (Michaelmas 2016)
Acted as a problem class tutor for: MSc in Mathematical Finance (part time): Module 2 – Black-Scholes Theory (Hilary 2017)
Acted as a grader for: MSc in Mathematical and Computational Finance: Introduction to Stochastic Control (Hilary 2017)
Stanford Tutoring: Gave tutorials to undergraduates from Stanford University who visited Oxford. Subjects taught include:
Markov Chains (Michaelmas 2016)
Ito Calculus (Trinity 2016)
Real Analysis (Michaelmas 2016 & Trinity 2017)
Complex Analysis (Hilary 2017 & Trinity 2017)
National Technical University of Athens:
IMC (International Mathematics Competition for University Students) Training Classes (Summer 2012):
Held a few informal problem classes for other members of the University’s IMC team (voluntary).