TA for STAT5264 Stochastic Processes with Applications

I was a teaching assistant for STAT5264 Stochastic Processes with Applications (taught by Prof. Graeme Baker), a master’s level course which is mandatory for students in the Mathematics of Finance program at Columbia Univesity. 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. The syllabus can be found here.