Office Hours for Spring 2014
By appointment. I am not teaching regularly scheduled classes this quarter.
I have taught numerous Probability, Financial Mathematics and Actuarial Courses both at U of Michigan and UCSB (all websites are on Gauchospace)
- Pstat 170 Intro to Financial Math: Spring 2011, Spring 2012, Winter 2014
- Pstat 171 Mathematics of Fixed Income: Fall 2009
- Pstat 173 Risk Theory: Winter 2011
- Pstat 196 Pension Valuation Project: Spring 2013, Winter 2014
- Pstat 210 Measure Theory: Fall 2009, Fall 2013
- Pstat 213A Stochastic Processes: Fall 2012, Fall 2013
- Pstat 213BC Measure-Theoretic Probability sequence: Winter-Spring 2009
- Pstat 221A Computational Finance: Fall 2010
- Pstat 223A Financial Mathematics: Fall 2012
- Pstat 223B Fixed Income (graduate): Winter 2009
- Pstat 223C Topics in Financial Mathematics: Spring 2010
- Pstat 296AB Research in Actuarial Science Seminar: Winter-Spring 2011-2014
- CCS Math 120: Probability: Spring 2011, Spring 2012, Spring 2013
Together with Raya Feldman I have also been co-directing the UCSB Actuarial Program.
As part of this I have been supervising each year multiple groups of students working on Actuarial Research Project (Pstat 296). These involve an industrial partner providing a project topic and a full research report coming in the end.
Last year, one of the students, Michael Loginov, presented the results at the Actuarial Research Conference and was awarded a prize for it.
I also regularly supervise students through Directed Studies (Pstat 199) classes. These include:
If you're a junior or senior undergraduate majoring in ActSci or FMS, you are welcome to stop by and discuss research opportunities.
- Adi Dror (2010)
- You Tian (2011)
- Mark Duggan (2012)
- Dylan Weisman (2013)