Undergraduate, UCSD, 2024
This course covers some institutional details on the financial markets, bond pricing (including duration analysis), optimal portfolio problem, mutual fund theorem, Capital Asset Pricing Model, and option pricing (including bounds on option prices, suboptimality of early exercise of American call options, put-call parity, and binomial option pricing).
Undergraduate/Graduate, UCSD, 2023
This course covers the classical Arrow-Debreu theory of general equilibrium. The undergraduate course (Econ 113) meets 3 hours per week for 10 weeks and covers about 2/3 of the lecure notes. The graduate course (Econ 200A) meets 3 hours per week for 5 weeks and covers the entire lecture notes plus additional topics on mathematical economics.
Graduate, UCSD, 2023
This course covers mathematical topics that are essential for economics, very quickly but rigorously.
Graduate, UCSD, 2017
This course covers topics in finance theory. I do not currently teach this course.
Graduate, UCSD, 2016
This course trains third year Ph.D. students to conduct research, write papers, and make presentations.
Undergraduate, UCSD, 2015
This course covers some topics in operations research, such as convex analysis, nonlinear programming, and dynamic programming. I do not currently teach this course.