(2021) Stochastic Calculus for Finance: Teaching Assistant

Graduate course, University of Warwick, Statistics Department, 2021

The module provides a thorough introduction into discrete-time martingale theory, Brownian motion, and stochastic calculus, illustrated by examples from Mathematical Finance.

https://warwick.ac.uk/fac/sci/statistics/postgrad/msmf/coursestructure/st908stochasticcalculusforfinance/