Teaching

Modules offered

From 2016 to 2019, I have been teaching the following modules

• QF5210: Financial time series. This is a master level module introducing the basic theory and data analysis technique involving econometrics. The main reference is Analysis of financial time series (3rd ed.) by R. Tsay.
• MA3227: Numerical analysis II. This is a junior level module discussing numerical methods solving various equations. The main reference is Numerical Analysis (9th ed.) by R. Burden and J. Faires.
• MA5338: Modeling and numerical simulation. This is a Ph.D. level model jointly offered by four lecturers. My part introduces the basic formulas used in data assimilation, and some practical ways to implement them.
• MA3236: nonlinear programming. This is a junior level module that focuses on optimization theory, including convexity, KKT and duality theories.
• MA4255: numerical methods for differential equations. This is a senior level module that focuses on finite difference numerical methods for ODE and PDEs.

All modules I am teaching are applications of mathematics, which is also the theme of my research.