Instructor

• Computational Methods for Finance (Undergraduate, CUHK Shenzhen), Fall 2024
• Topics in Financial Mathematics (Master’s, LSE), Spring 2024
• Computational Methods in Financial Mathematics (Undergraduate, LSE), Spring 2021, 2022, & 2023
• Empirical Finance with Equity Data (PhD, LSE), Spring 2021 & 2023 (The notebooks are available on Github.)
• Probability and Stochastic Systems (Undergraduate, Princeton), Fall 2020
• Mathematics of Finance and Valuation (Undergraduate, LSE), Spring 2017, 2018, & 2019
• The Mathematics of the Black and Scholes Theory (Master’s, LSE), Fall 2017, 2018, & 2019
• Presessional (Master’s, LSE), Summer 2019
• Local Martingales and the Martingale Property (PhD, London Graduate School in Financial Mathematics), Spring 2017
• Asset Pricing in Continuous Time (Master’s, UCL), Fall 2015
• Market Risk, Measures, and Portfolio Theory (Master’s, UCL), Fall 2014 & 2015
• Asset Pricing and Portfolio Theory (Master’s, Oxford), Fall 2012
• Introduction to Statistical Reasoning (Undergraduate, STAT 1001, Columbia) (awarded Howard Levene Teaching Award), Fall 2007

Instructor for part-time Master’s courses

• Local and Stochastic Volatility Models (Oxford), June 2012, July 2015, April 2016 & 2017 & 2018 & 2019 (slides)
• Measure Changes (Oxford), March 2013, 2014, 2015, 2016, April 2017 & 2018 & 2019
• Statistics with Python (Oxford), November 2016 & 2017
• Discrete Martingales (Oxford), January 2013
• Probability (Oxford), January 2013
• Econometrics (Oxford), November 2012

LSE Summer School

• Computational Methods in Financial Mathematics, June 2018, 2019, 2021, 2022, 2023, & 2024
• Real Analysis, July 2021, 2022, 2023, & 2024
• Introduction to Financial Mathematics, August 2019
• Introduction to Calculus, June 2019
• The Mathematical Foundations of the Black & Scholes Option Pricing Theory, August 2018
• Statistical Methods in Risk Management, June 2018

Invited mini courses

• Topics in Stochastic Portfolio Theory (PhD, University of Padova), September 2019
• Arbitrage Relative to the Market (PhD, Ninth European Summer School in Financial Mathematics, St Petersburg), August/September 2016
• Local Martingales and their Uniform Integrability (PhD, University of Padova), April 2016

Tutor / Teaching Assistant

• Applied Mathematics (Undergraduate, College Tutor, Oxford), Spring 2012, Summer 2012 & 2013
• Stochastic Control and Dynamic Asset Allocation (Full-Time Master’s, Oxford), Spring 2012
• Applied Mathematics (Undergraduate, College Tutor, Oxford), Spring 2012
• Probability II (PhD, Columbia), Spring 2011
• Probability I (PhD, Columbia), Fall 2008 & 2010
• Stochastic Methods in Finance (Master’s, Columbia), Spring 2008, Fall 2009
• Mathematics for Business Majors II (Undergraduate, Head Teaching Assistant, Ulm), Summer 2004
• Mathematics for Business Majors I (Undergraduate, Ulm), Winter 2003/2004
• Measure Theory and Ordinary Differential Equations (Undergraduate, Ulm), Winter 2002/2003
• Introduction to Computer Science II (Undergraduate, Ulm), Summer 2002
• Introduction to Computer Science I (Undergraduate, Ulm), Winter 2001/2002