This semester (Fall of 2021) I am teaching ADM-15522 (Theory of Finance)
International Banking and Finance, The University of Chicago (undergraduate)
Theory of Finance, ITAM (undergraduate)
Empirical Methods in Finance, ITAM (undergraduate)
All these courses were for the Master in Financial Mathematics Program in the Department of Mathematics at The University of Chicago.
Numerical Methods for Option Pricing, Prof. Roger Lee
Mathematical Foundations of Option Pricing, Prof. Roger Lee
Statistical Risk Management, Prof. Jostein Paulsen
Stochastic Calculus, Prof. Greg Lawler
Portfolio Risk Management, Prof Jon Frye
Economics of Asset Pricing, Prof. Mark Hendricks