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Fall 2017
PSTAT 223A: Stochastic Calculus and Applications

My CV in PDF.

Publications:
Mathematics of Finance
or
Waves in Random Media

Slides on Stochastic Volatility

Video: Short Maturity Asymptotics, Vienna 2009

Video: Mean Field Games and Systemic Risk, Toronto 2013

UCSB Department of Statistics and Applied Probability

Center for Financial Mathematics and Actuarial Research