A List of Courses Taught



  • Data Analysis for Investments (MBA/PMBA and MSF)
    • Implementing, via Python (with some alternative codes in Matlab or R), advanced portfolio optimization strategies with insights from factor models, time series and cross session forecasting, Machine Learning tools, Bayesian analysis, and Black-Litterman model
  • Options and Futures (MBA/PMBA and MSF)
  • Derivatives (MBA/PMBA and MSF)
  • Options, Futures and Derivative Securities (BSBA)
  • Real Option Valuation (MBA/PMBA and MSF)
  • Advanced Topics in Finance (EMBA)
  • Capital Markets & Financial Management (BSBA)
  • Mathematical Finance (MSF)
    • Pricing various derivatives under diffusion and jump processes
  • Mathematical Foundations for Finance (MSF)
    • Optimization, matrix algebra, differential equations and probability theory
  • Financial Economics I & II (PhD)
    • Discrete-time theory & empirical tests, and continuous-time theory
  • Research in Finance (PhD)

More details may be added in the future.

The End