Academic Year 2020-2021
Spring 2021
MS Math Finance Course
- MATH 6206 – Stochastic Calculus for Finance II
Textbook: Stochastic Finance
Nicholas Privault, Chapman & Hall/CRC (2014).
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (First Edition)
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Fall 2020
MS Math Finance Course
- MATH 6205 – Financial Computing
Textbook: Monte Carlo Methods in Financial Engineering,
Paul Glasserman, Springer (2004).
Course Description
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Academic Year 2019-2020
First Summer Session 2020
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Spring 2020
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
(Section-008, 120 Students
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
(Section-090, 70 Students)
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Fall 2019
MS Math Finance Course
- MATH 6205 – Financial Computing
Textbook: Monte Carlo Methods in Financial Engineering,
Paul Glasserman, Springer (2004).
Course Description
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Academic Year 2018-2019
First Summer Session 2019
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Spring 2019
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Fall 2018
MS Math Finance Course
- MATH 6205 – Financial Computing
Textbook: Monte Carlo Methods in Financial Engineering,
Paul Glasserman, Springer (2004).
Course Description
Graduate Course (College of Health)
- STAT 6127 – Introduction to Biostatistics
Textbook: Fundamentals of Biostatistics (8th Edition),
Bernard Rosner, Brooks/Cole (2016).
Academic Year 2017-2018
First Summer Session 2018
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Spring 2018
MS Math Finance Course
- MATH 6203 – Stochastic Calculus for Finance
Textbook: Stochastic Calculus for Finance, Steven Shreve,
Springer-Verlag (2004).
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013).
Fall 2017
MS Math Finance Course
- MATH 6205 – Financial Computing
Textbook: Monte Carlo Methods in Financial Engineering,
Paul Glasserman, Springer (2004).
Course Description
Graduate Course (College of Health)
- STAT 6127 – Introduction to Biostatistics
Textbook: Fundamentals of Biostatistics (8th Edition),
Bernard Rosner, Brooks/Cole (2016).
Academic Year 2016-2017
First Summer Session 2017
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Spring 2017
Graduate Course
- STAT 6127 – Introduction to Biostatistics
Textbook: Fundamentals of Biostatistics (8th Edition),
Bernard Rosner, Brooks/Cole (2016).
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013).
Fall 2016
MS Math Finance Course
- MATH 6205 – Financial Computing
Textbook: Monte Carlo Methods in Financial Engineering,
Paul Glasserman, Springer (2004).
Syllabus
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013).
Academic Year 2015-2016
First Summer Session 2016
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Spring 2016
Graduate Course
- STAT 6127 – Introduction to Biostatistics
Textbook: Fundamentals of Biostatistics (8th Edition),
Bernard Rosner, Brooks/Cole (2016).
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013).
Fall 2015
MS Math Finance Course
- MATH 6205 – Financial Computing
Textbook: Monte Carlo Methods in Financial Engineering,
Paul Glasserman, Springer (2004).
Syllabus
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013).
Academic Year 2014-2015
First Summer Session 2015
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Spring 2015
MS Math Finance Course
- MATH 6203 – Stochastic Calculus for Finance
Textbook: Stochastic Calculus for Finance, Steven Shreve,
Springer-Verlag (2004).
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Elementary Statistics: Picturing the World (6th Ed.),
Ron Larson and Betsy Farber, Prentice Hall (2014).
Fall 2014
MS Math Finance Course
- MATH 6205 – Financial Computing
Textbook: Monte Carlo Methods in Financial Engineering,
Paul Glasserman, Springer (2004).
Syllabus
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Elementary Statistics: Picturing the World (6th Ed.),
Ron Larson and Betsy Farber, Prentice Hall (2014).
Academic Year 2013-2014
First Summer Session 2014
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (First Edition),
Douglas Shafer and Zhiyi Zhang, Flat World Knowledge (2013)
Spring 2014
MS Math Finance Course
- MATH 6201 – Statistical Techniques in Finance
Textbook: Statistics and Finance, David Ruppert, Springer (2006).
Syllabus
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Elementary Statistics: Picturing the World (5th Ed.),
Ron Larson and Betsy Farber, Prentice Hall (2009).
Fall 2013
MS Math Finance Course
- MATH 6205 – Financial Computing
Textbook: Monte Carlo Methods in Financial Engineering,
Paul Glasserman, Springer (2004).
Syllabus
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Elementary Statistics: Picturing the World (5th Ed.),
Ron Larson and Betsy Farber, Prentice Hall (2012).
Academic Year 2012-2013
First Summer Session 2013
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (Seventh Edition),
Prem S. Mann, Wiley (2007)
Spring 2013
MS Math Finance Course
- MATH 6201 – Statistical Techniques in Finance
Textbook: Statistics and Finance, David Ruppert, Springer (2006).
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Elementary Statistics: Picturing the World (Fourth Edition),
Ron Larson and Betsy Farber, Prentice Hall (2009).
Fall 2012
MS Math Finance Course
- MATH 6205 – Financial Computing
Textbook: Monte Carlo Methods in Financial Engineering,
Paul Glasserman, Springer (2004).
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Elementary Statistics: Picturing the World (Fourth Edition),
Ron Larson and Betsy Farber, Prentice Hall (2009).
Academic Year 2011-2012
First Summer Session 2012
Undergraduate Course
- STAT 1220-002 – Elements of Statistics for Business
Textbook: Introductory Statistics (Seventh Edition) by Prem S. Mann, Wiley (2007)
Spring 2012
MS Math Finance Course
- MATH 6201 – Statistical Finance
Textbook: Statistics and Finance, David Ruppert, Springer (2006).
MS Applied Statistics Course
- STAT 5124- Applied Statistics II
Textbook: Design and Analysis of Experiments (7th Ed.),
Douglas Montgomery, Wiley (2009)
Fall 2011
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Elementary Statistics: Picturing the World (Fourth Edition),
Ron Larson and Betsy Farber, Prentice Hall (2009).
MS Math Finance Course
- MATH 6203 – Stochastic Calculus for Finance
Textbook: Stochastic Calculus for Finance I & II, Steven Shreve, Springer (2004).
Syllabus
Academic Year 2010-2011
First Summer Session 2011
Undergraduate Course
- STAT 1220-002 – Elements of Statistics for Business
Textbook: Introductory Statistics (Seventh Edition) by Prem S. Mann, Wiley (2007)
Spring 2011
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Elementary Statistics: Picturing the World (Fourth Edition),
Ron Larson and Betsy Farber, Prentice Hall (2009).
MS Math Finance Course
- MATH 6201 – Statistical Finance
Textbook: Statistics and Finance, David Ruppert, Springer, 2006.
Fall 2010
Undergraduate Courses
- STAT 1220-009 – Elements of Statistics for Business
Textbook: Introductory Statistics (Seventh Edition) by Prem S. Mann, Wiley (2010)
- STAT 1220-006 – Elements of Statistics for Business
Textbook: Introductory Statistics (Seventh Edition) by Prem S. Mann, Wiley (2010)
Academic Year 2009-2010
First Summer Session 2010
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (Sixth Edition) by Prem S. Mann, Wiley (2007)
Spring 2010
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Elementary Statistics: Picturing the World (Fourth Edition),
Ron Larson and Betsy Farber, Prentice Hall (2009).
Undergraduate Course
- STAT-3150 – Time Series Analysis
Textbook: Statistics and Finance, David Ruppert, Springer, 2006.
MS Math Finance Course
- MATH 6201 – Statistical Finance
Textbook: Statistics and Finance, David Ruppert, Springer, 2006.
Fall 2009
Undergraduate Courses
- STAT 1220-006 – Elements of Statistics for Business
Textbook: Introductory Statistics (Sixth Edition) by Prem S. Mann, Wiley (2007)
- STAT 1220-010 – Elements of Statistics for Business
Textbook: Introductory Statistics (Sixth Edition) by Prem S. Mann, Wiley (2007)
Academic Year 2008-2009
First Summer Session 2009
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Elementary Statistics: Picturing the World (Third Edition),
Ron Larson and Betsy Farber, Prentice Hall (2006)
Spring 2009
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Elementary Statistics: Picturing the World (Third Edition),
Ron Larson and Betsy Farber, Prentice Hall (2006).
MS Math Finance Course
- MATH 6201 – Statistical Finance
Textbook: Statistics and Finance, David Ruppert, Springer, 2006.
Softwares Required: MATLAB, SAS
Fall 2008
- No Teaching (on sabbatical).
Academic Year 2007-2008
Second Summer Session 2008
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Elementary Statistics: Picturing the World (Third Edition),
Ron Larson and Betsy Farber, Prentice Hall (2006).
Spring 2008
MS Math Finance Course
- MATH 6201 – Statistical Finance
Textbook: Statistics and Finance, David Ruppert, Springer, 2006.
Softwares Required: MATLAB, SAS
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: A First Course in Statistics, McClave and Sincich, (Ninth Ed.), Prentice-Hall, 2006.
Fall 2007
MS Math Finance Course
- MATH 6205 – Computational Finance
Textbook: Monte Carlo Methods in Financial Engineering, P. Glasserman, Springer, 2003.
Reference: Simulation Techniques in Financial Risk Management
N.H. Chan and H.Y. Wong, Wiley, 2006.
Software: MATLAB
BS Business Statistics/Business Math Course
- MATH 3129 – Actuarial Science II
Textbook: Actuarial Mathematics (Second Edition), N.L. Bowers, H.U. Gerber,
J.C. Hickman, D.A. Jones, C.J. Nesbitt, Society of Actuaries, 1997.
Syllabus
Academic Year 2006-2007
First Summer Session 2007
Undergraduate Course
- STAT 1222 – Introduction to Statistics
Textbook: Elementary Statistics: Picturing the World (Third Edition),
Ron Larson and Betsy Farber, Prentice Hall (2006).
BS Engineering Course
- STAT 2122 – Introduction to Probability and Statistics
Textbook: Probability and Statistics for Engineers and Scientists (Third Edition)
Anthony Hayter, Duxbury Press, 2007.
Spring 2007
MS Math Finance Course
- MATH 6201 – Statistical Finance
Textbook: Statistics and Finance, David Ruppert, Springer-Verlag, 2004.
Softwares: MATLAB and SAS
Course Description
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: A First Course in Statistics, McClave and Sincich, (Ninth Ed.), Prentice-Hall, 2006.
Fall 2006
MS Math Finance Course
- MATH 6205 – Computational Finance
Textbook: Monte Carlo Methods in Financial Engineering, P. Glasserman, Springer, 2003.
Reference: Simulation Techniques in Financial Risk Management
N.H. Chan and H.Y. Wong, Wiley, 2006.
Software: MATLAB
Course Description
Undergraduate Courses
- STAT 1220 -006 – Elements of Statistics for Business
Textbook: A First Course in Statistics, McClave and Sincich, (Ninth Ed.), Prentice Hall, 2006.
- STAT 1220 – 010 – Elements of Statistics for Business
Textbook: A First Course in Statistics, McClave and Sincich, (Ninth Ed.), Prentice-Hall, 2006
Academic Year 2005-2006
First Summer Session 2006
MS Nursing Course
- STAT 6027 – Introduction to Biostatistics
Textbook: Fundamentals of Biostatistics (5th Edition), Bernard Rosner, Duxbury Press (2000).
Spring 2006
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (Fifth Edition), Prem S. Mann, Wiley, 2004.
BS Statistics Course
- STAT 3110 – Applied Regression Analysis
Textbook: Applied Regression and Other Multivariable Methods (Third Edition),
D.G. Kleinbaum, L.L. Kupper, K.E. Muller, A. Nizam, Duxbury Press, 1998
Software: SAS
Fall 2005
Undergraduate Course
- STAT 1220 – Elements of Statistics for Business
Textbook: Introductory Statistics (Fifth Edition), Prem S. Mann, Wiley, 2004.
BS Statistics/Engineering Course
- STAT 2122 – Probability and Statistics for Engineers
Textbook: Probability and Statistics for Engineers and Scientists (Second Edition)
Anthony Hayter, Duxbury Press, 2002.
Past Teaching at the University
of California at Santa Barbara
Academic Year 2004-2005
Summer Session A 2005
Undergraduate Course
- PSTAT 5A – Statistics
Textbook: Mind on Statistics (Second Edition), J.M. Utts and R.M. Heckard, Thomson, 2002
Spring 2005
BS Math Finance Course
- PSTAT 170 / MATH 170 – Introduction to Math Finance
Textbook: Options, Futures and Other Derivatives (Fifth Edition),
John C. Hull, Prentice-Hall, 2003.
Textbook: The Mathematics of Financial Derivatives,
P. Wilmott, S. Howison, J. Dewynne, Cambridge, 1995.
BS Actuarial Science Course
- PSTAT 172B – Actuarial Statistics II
Textbook: Actuarial Mathematics (Second Edition), N.L. Bowers, H.U. Gerber,
J.C. Hickman, D.A. Jones, C.J. Nesbitt, Society of Actuaries, 1997.
Winter 2005
MS/PhD Advanced Stochastic Processes Course
- PSTAT 223B / 221B – Inference for Stochastic Differential Equations
BS Actuarial Science Course
- PSTAT 172A – Actuarial Statistics I
Textbook: Actuarial Mathematics (Second Edition), N.L. Bowers, H.U. Gerber,
J.C. Hickman, D.A. Jones, C.J. Nesbitt, Society of Actuaries, 1997.
Fall 2004
MS/PhD Advanced Stochastic Processes Course
- PSTAT 223A – Martingale Methods in Financial Modeling
Textbook: Martingale Methods in Financial Modelling,
M. Musiela and M. Rutkowski, Springer-verlag, 1998.
BS Actuarial Science Course
- PSTAT 171 – Mathematics of Compound Interest
Textbook: Theory of Interest (Second Edition), S.G. Kellison, McGraw-Hill/Irwin, 1991.
Academic Year 2003-2004
Summer Session A 2004
Undergraduate Course
- PSTAT 5A – Statistics
Textbook: Mind on Statistics (Second Edition), J.M. Utts and R.M. Heckard, Thomson, 2002.
Spring 2004
BS Actuarial Science Course
- PSTAT 172B – Actuarial Statistics II
Textbook: Actuarial Mathematics (Second Edition), N.L. Bowers, H.U. Gerber,
J.C. Hickman, D.A. Jones, C.J. Nesbitt, Society of Actuaries, 1997.
MS/PhD Probability Course
- PSTAT 213C – Probability and Stochastic Processes
Textbook: Probability Theory: Independence, Interchangeability, and Martingales (3rd Edition),
Y.S. Chow and H. Teicher, Springer-Verlag, 1997;
Textbook: Brownian Motion and Stochastic Calculus (Second Edition),
I. Karatzas and S.E. Shreve, Springer-Verlag, 1991.
Winter 2004
BS Actuarial Science Course
- PSTAT 172A – Actuarial Statistics I
Textbook: Actuarial Mathematics (Second Edition), N.L. Bowers, H.U. Gerber,
J.C. Hickman, D.A. Jones, C.J. Nesbitt, Society of Actuaries, 1997.
BS Math Finance Course
- PSTAT 170 – Introduction to Mathematical Finance
Textbook: Options, Futures and Other Derivatives (Fifth Edition),
John C. Hull, Prentice-Hall, 2003.
Textbook: The Mathematics of Financial Derivatives,
P. Wilmott, S. Howison, J. Dewynne, Cambridge, 1995.
BS Math Finance Course
- MATH 170 – Introduction to Mathematical Finance
Textbook: Options, Futures and Other Derivatives (Fifth Edition),
John C. Hull, Prentice-Hall, 2003.
Textbook: The Mathematics of Financial Derivatives,
P. Wilmott, S. Howison, J. Dewynne, Cambridge, 1995.
Fall 2003
BS Actuarial Science Course
- PSTAT 171 – Mathematics of Compound Interest
Textbook: Theory of Interest (Second Edition), S.G. Kellison, McGraw-Hill/Irwin, 1991.
BS Actuarial Science Course
- PSTAT 199 – Risk Analysis
Textbook: Actuarial Mathematics (Second Edition), N.L. Bowers, H.U. Gerber,
J.C. Hickman, D.A. Jones, C.J. Nesbitt, Society of Actuaries, 1997.
Academic Year 2002-2003
Summer Session A 2003
Undergraduate Course
- PSTAT 5A – Statistics
Textbook: Essential Statistics, S.R. Jammalamadaka, Kendall Hunt, 1998.
BS Actuarial Science Course
Spring 2003
BS Actuarial Science Course
- PSTAT 172B – Actuarial Statistics II
Textbook: Actuarial Mathematics (Second Edition), N.L. Bowers, H.U. Gerber,
J.C. Hickman, D.A. Jones, C.J. Nesbitt, Society of Actuaries, 1997.
BS Math Finance Course
- PSTAT 170 – Introduction to Mathematical Finance
Textbook: Options, Futures and Other Derivatives (Fifth Edition),
John C. Hull, Prentice Hall, 2003.
Textbook: The Mathematics of Financial Derivatives,
P. Wilmott, S. Howison, J. Dewynne, Cambridge, 1995.
BS Math Finance Course
- MATH 170 – Introduction to Mathematical Finance
Textbook: Options, Futures and Other Derivatives (Fifth Edition),
John C. Hull, Prentice-Hall, 2003.
Textbook: The Mathematics of Financial Derivatives,
P. Wilmott, S. Howison, J. Dewynne, Cambridge, 1995.
Winter 2003
BS Statistics Course
- PSTAT 120B – Probability and Statistics
Textbook: Mathematical Statistics and its Applications (Second Edition)
R.J. Larson and M. Marx, Prentice-Hall, 1985.
BS Actuarial Science Course
- PSTAT 172A – Actuarial Statistics I
Textbook: Actuarial Mathematics (Second Edition), N.L. Bowers, H.U. Gerber,
J.C. Hickman, D.A. Jones, C.J. Nesbitt, Society of Actuaries, 1997.
Fall 2002
BS Actuarial Science Course
- PSTAT 171 – Mathematics of Compound Interest
Textbook: Theory of Interest (Second Edition), S.G. Kellison, McGraw-Hill/Irwin, 1991.
- PSTAT 199 – Theory of Interest
Textbook: Theory of Interest (Second Edition), S.G. Kellison, McGraw-Hill/Irwin, 1991.