TA for STAT5264 Stochastic Processes with Applications

I was teaching assistant for STAT5264 Stochastic Processes with Applications, a master’s level course which is mandatory for students in the Mathematics of Finance program at Columbia Univesity. The instructor was Prof. Graeme Baker. Roughly speaking, the course introduces stochastic calculus, Brownian motion and classical mathematical finance, such as delta-hedging and risk-neutral pricing via Girsanov’s formula. A syllabus be found here.