Teaching

Cambridge Mathematical Tripos Supervisions

Undergraduate course, CMS, University of Cambridge, 2024

I supervised five third year undergraduates in the Part II course ‘Stochastic Financial Models’. I had the responsibility of discussing students’ submissions to problem sets (can be found here) and more general questions regarding the material.

Indicative syllabus

• Standing Assumptions and Notation: Assumptions about financial markets and asset prices; definitions of market setup.
• One-Period Model: Investor wealth and random asset prices; mean-variance analysis and portfolio optimization.
• Market Portfolio and Mutual Fund Theorem: Market portfolio definition; efficient frontier formulation.
• Capital Asset Pricing Model (CAPM): Assumptions and derivation; risk-return relationship.
• Expected Utility Hypothesis: Utility functions, preferences, and risk aversion measures.
• State Price Densities: Definition, derivation, and relationship to utility maximization.
• Risk Neutral Measures: Concept, applications in pricing, and equivalent measures.
• Arbitrage and Fundamental Theorem of Asset Pricing: Arbitrage definition and implications; fundamental theorem proof.
• Utility Maximization in Binomial Models: Optimal portfolios and contingent claim pricing.
• Multi-Period Models: Filtrations, adapted processes, and conditional expectations.
• Stopping Times and Optional Stopping Theorem: Definitions, applications, and proofs.
• Martingale Theory: Martingale transforms, examples, and properties.
• Pricing and Hedging of Derivatives: Attainable claims, no-arbitrage prices, and examples.
• Advanced Topics: Filtrations, sigma-algebras, and conditional probability.

Undergraduate Teaching Assistant

Undergraduate course, Imperial College London, Department of Mathematics, 2023

I was a teaching assistant in the first-year calculus and applications course. I had the responsibility of conducting demonstrations and coordinating problem-solving sessions.

Indicative syllabus

1. Fourier Transforms: Exponential, cosine and sine transforms; Elementary properties; Convolution theorem; Energy theorem.
2. Ordinary Differential Equations: Introduction to ODEs: definitions and notations; Solutions for 1st and some 2nd order ODEs, linear ODEs; Separable, homogeneous and linear equations; Special cases; Linear higher order equations with constant coefficients; Systems of constant-coefficient linear ODEs; Qualitative Analysis of linear ODEs: Phase plane Analysis, stability of systems; Qualitative Analysis of nonlinear ODEs: Bifurcation Analysis. Including numerous examples from Newtonian dynamics such as motion point particle in an external potential and oscillatory motion.
3. Introduction to Multivariable Calculus: General properties of functions of several variables; Partial derivatives and total derivatives; Second order derivatives and statement of condition for equality of mixed partial derivatives; Taylor expansions; Chain rule, change of variables, including planar polar coordinates.

Undergraduate Teaching Assistant

Undergraduate course, Imperial College London, Department of Mathematics, 2022

I was a teaching assistant in the first-year course in analysis. I had the responsibility of conducting demonstrations and coordinating problem-solving sessions.

Indicative syllabus

1. Real Numbers: The archimedean property, and density of Q in R; The completeness axiom; Sup and Inf, and basic properties; Decimal Expansions; Countability and uncountability.
2. Real and complex sequences: Convergence and Divergence; the sandwich test; Sub-sequences, monotonic sequences, [limsup and liminf,] Bolzano-Weierstrass Theorem, Cauchy sequences and the general principle of convergence.
3. Real and complex series: Convergent and absolutely convergent series; Comparison test for non-negative series and for absolutely convergent series; Alternating test series; Rearranging absolutely convergent series Radius of convergence of power series; Exponential series.