Teaching   

Courses for Fall 2022: 

MATH 3338 - 5 Probability (17666)

       TTH  2:30-4:00. SEC 206

Other Courses Taught during 6/2002-5/2022:

MATH 7397 Levy Processes for Pricing Financial Derivatives
Texts: Financial Modelling with Jump Processes, Rama Cont and Peter Tankov,           Chapman & Hall/CRC, 2004.
          Levy Processes in Finance: Pricing Financial Derivatives, by Wim
          Schoutens, Wiley 2003.

MATH 4377/6308  Advanced Linear Algebra
Text:    Linear Algebra, 4th edition, by S. Friedberg, L. Spence, and A. Insel,
           2015.

MATH 3338 Probability
Text:   A First Course in Probability, 9th edition,  by Sheldon Ross, 2014

MATH 4380 Introduction to Mathematical Finance
Texts:  Investment Science, 2nd edition, by David G. Luenberger, Oxford University
           Press, 2014.
           Options, Futures, and Other Derivatives, 8th edition, by John C. Hull,                   Prentice Hall, 2012.

MATH 6397 Stochastic Processes
Texts:  Adventures in Stochastic Processes, by Sidney Resnick, Birkhauser, 1992.
           An Introduction to Stochastic Processes, by Edward P. C. Kao, Duxbury
           Press, 1997.

MATH 6397  Statistical Computing
Text: Monte Carlo Statistical Methods, by Christian P. Robert and George Casella, 2004, Springer.

MATH 6384 Discrete-Time Models in Finance.
Text:  Introduction to Mathematical Finance, by Stanley R. Pliska, 1997, Blackwell Publishing.

MATH 6385 Continuous-Time Models in Finance

Text:  Arbitrage Theory in Continuous Time, (third edition), by Tomas Bjork, Oxford         University Press, 2009          
        Option Pricing and Portfolio Optimization, by Ralf Korn and Elk Korn 
        Graduate Studies in Mathematics, Vol. 31, American Mathematical Society,          2001.

MATH 6397 Financial and Energy Time Series Analysis

Text:  Analysis of Financial Time Series, (third edition), by Ruey S. Tsay, Wiley, 2010.

MATH 7397  Time Series Analysis.
Texts: Time Series Analysis, by James D. Hamilton, 2002, Princeton University Press,
and  Statistical Models and Methods for Financial Markets, by Tze Leung Lai and Haipeng Xing, 2008, Springer.

MATH 7397 Monte Carlo Methods in Financial Engineering.
Text: Monte Carlo Methods in Financial Engineering, by Paul Glasserman, 2004, Springer.

MATH 7397 Monte Carlo Statistical Methods.
Text: Monte Carlo Statistical Methods, by Christian P. Robert and George Casella, 2004, Springer.

MATH 6397 Valuation of Credit Derivatives.
Text: Credit Derivative Pricing Models, by Philipp J. Schönbucher, 2003, Wiley.

MATH 6382 Probability.
Text: An Intermediate Course in Probability (2nd edition), by Allan Gut, 2009, Springer.

MATH 6383 Statistics.
Text: Statistical Inference (2nd edition), by George Casella and Roger L. Berger, 2002, Duxbury Press.

MATH 4397 Introduction to Financial Derivatives.
Text: Options, Futures, and Other Derivatives, by John Hull, Prentic Hall.