Managing Financial Risk (Johns Hopkins Carey Business School)
This course aims to provide you with a clear understanding of the main issues in modern risk management. It provides both theoretical and practical descriptions of the main techniques used by companies and financial institutions to reduce their exposure to various type of risks, especially market risk and credit risk.
Topics in Option Pricing (PhD invited lecture at the Kellogg School of Management)
Basic introduction to option pricing within the affine jump diffusion framework.