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Postgraduate:

Financial Engineering
Risk Management
Securities & Investments

Final Year-Undergraduate:

Financial Theory
Financial Engineering

Financial Engineering (Basics Course) Notes:

Course outline. Download pdf
Topic 1: Introduction. Download pdf
Topic 2: Linear Payoffs. Download 1 pdf Download 2 ppt
Topic 3: Option Payoffs. Download ppt
Topic 4: Risk Neutral Valuation (Intro). Download 1 pdf Download 2 (Advanced Material) pdf
Topic 5: The Binomial Model. Download 1 (Pricing)  ppt Download 2 (Hedging)  ppt


Thesis Supervision:

Asset Pricing Anomalies, Volatility & Correlation Puzzle, Fund Performance, Banking & Risk Management.

 

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