Teaching Experience
Graduate, Advanced Ph.D. level
Stochastic PDEs, Lyapunov exponents, Fractional Brownian motion, Advanced course in Stochastic Processes, Stochastic Analysis, Malliavin Calculus
Graduate, MS/First Year Ph.D. level
Probability theory, Mathematical Statistics, first course in Stochastic processes, Numerical methods for stochastic processes, Mathematics of finance, Advanced probability and financial options, with numerical methods
Undergraduate Upper Division
Discrete mathematics, Linear Algebra, Intermediate probability and statistics, Real Analysis, Actuarial Models (life contingencies, loss models, Black-Scholes theory)
Undergraduate Lower Division
College algebra, Matrix algebra, Calculus, Business calculus, Probability, Statistics
Recent Curriculum Development Work
MSU programs in Actuarial Science and in Quantitative Risk Analytics
Developed and directed Professional BS, mathematics, statistics, and computational training for the insurance industry
Recent Courses Developed
- Probability Theory and Mathematical Statistics for non-Stat MS and Ph.D. students
- Numerical Methods for Stochastic Processes
- Mathematics of Finance