Teaching/ Seminars

Mathematical Finance Program (May-June 2003)

Interest rate (part 1) notes

Credit risk (part 1)

Portfolio Credit Risk (updated May 25 2003)

Risk Management Exercises

Energy finance

Cases:

Goodrich/Rabobank

Northwest Toy Story

Orange County

SIAM Short Course on The Mathematics of Financial Risk Management

• Siam Conference Course, July 1998, Instructor: L.A. Seco

Download publication (.ps.gz)

Graduate Course Lecture Notes (for students only)

• Number Theory (download .ps.gz)
• Real Variable (download .ps.gz)
• Stochastic Calculus (download .ps.gz)

Undergraduate Courses (1998)

• MAT498S