Teaching related activities

  • KTH, Fall 2018: Financial Derivatives.
  • KTH, Spring 2018: Geometric Function Theory, PhD course.
  • KTH, Fall 2017: Financial Derivatives.
  • KTH, Spring 2017: Mathematics, Advanced course.
  • KTH, Fall 2016: Real and complex analysis (reading course).
  • KTH, Spring 2016: Mathematics, advanced course.
  • Uppsala University, Fall 2014: Fourier analysis.
  • Uppsala University, Fall 2014: Transformmetoder.
  • Pedagogy training, Spring 2014: Teaching and learning (LU1), Doctoral supervision, both at KTH Royal Institute of Technology.
  • Uppsala University, Spring 2014: Mathematics, Special Course II. Lectures on selected topics for undergraduates. This year we will cover, e.g., random walks, option pricing, variational principles, encryption, geometries, etc.
  • Columbia University, Fall 2013: Analysis and Optimization (Sections 1+2) [V2500].
    • The course focuses on optimization, that is, finding a choice of variables that maximizes a function (such as utility, expected return) or minimizes it (cost, risk, energy), in particular in the presence of constraints. Tentative topics: foundations from linear algebra and multivariate calculus; unconstrained and constrained static optimization including Lagrange multipliers, Kuhn-Tucker conditions; dynamic optimization: elements of calculus of variations, dynamic programming, and optimal control theory. In addition, some discussion of applications from economics and physics.

  • Columbia University, Spring 2013: Discrete Time Models in Finance [V3050].

    • The focus of the course is Shreve's book Stochastic Calculus for Finance I: The Binomial Asset Pricing Model. Topics include basic probability theory, arbitrage, risk-neutral pricing, European options, American options, utility theory, random walks, and fixed-income securities. Most of these topics are treated within the discrete-time Binomial Asset Pricing Model where the stock price process is driven by a random walk. In addition, some outlooks towards continuous time theory are discussed, along with Brownian motion, etc.

  • Columbia University, Spring 2012: Discrete Time Models in Finance [V3050].

  • Columbia University, Spring 2011: Discrete Time Models in Finance [V3050].