Lecture Notes

• pdf    Stochastic Analysis for Finance
• pdf    Discrete State Stochastic Processes

Courses at UMich

• Spring 2026    Mathematics of Finance, Math 423
• Winter 2026    Discrete State Stochastic Processes, Math 526
• Fall 2025    Introduction to Stochastic Analysis for Finance, Math 474
• Winter 2025    Discrete State Stochastic Processes, Math 526
• Fall 2024    Introduction to Stochastic Analysis for Finance, Math 474
• Spring 2024    Mathematics of Finance, Math 423
• Winter 2024    Mathematics of Finance, Math 423
• Fall 2023    Discrete State Stochastic Processes, Math 526

Discussions at USC

• Fall 2022    Fundamental Principles of Calculus
• Fall 2020    Calculus I
• Spring 2020    Fundamental Principles of Calculus
• Fall 2019    Fundamental Principles of Calculus
• Spring 2019    Calculus III
• Fall 2018    Fundamental Principles of Calculus
• Spring 2018    Statistics (Psychology Department)
• Fall 2017    Calculus II

Presentations in class

• pdf    Fortuin-Kasteleyn Perculation Model
• pdf    Arithmetic Geometric Mean Iteration