Below are courses I have taught at Emory University and UC San Diego. Each course page contains available syllabi, lecture notes, past exams, and other course materials.
This course studies personal finance, 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). The course requires good analytical skills (basic calculus and probability/statistics). To solve numerical examples, we will learn programming in Matlab, although no prior knowledge is necessary.
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).
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.
This course covers some topics in operations research, such as convex analysis, nonlinear programming, and dynamic programming. I do not currently teach this course.
