Teaching

Below are some outline materials related to courses I have taught/developed – typos/corrections welcome! You can also read about my general thoughts on teaching in my teaching philosophy statement.

Final Year Projects 2023/2024 (3H, Durham University)

Project outline: Nonlinear Dynamics with Noise

Differential Equations (Math 37A, Brandeis)

Course syllabus – math37A_syllabus

Probability (Math 36A, Brandeis)

Course syllabus – math 36A syllabus

Outline course notes – math 36A notes

Multivariable Calculus (Math 20A, Brandeis)

Course Syllabus – math 20A syllabus

Outline course notes – math 20A notes

Simulation for Finance (MS455/555, DCU)

Lecture Notes – MS455 notes 2017

Computer Labs

•  script_day_2
• Computer Lab 1 – lab_1_ex_1 – lab_1_ex_2 – lab_1_ex_3
• Computer Lab 2 – LCG – lab_2_ex_1 – histc_example – ChiTest – lab_2_ex_2 – lab_2_ex_3 – lab_3_ex_3
• Computer Lab 3 – cauchy_rand – lab_3_ex_1 – ARM – lab_3_ex_3
• Computer Lab 4 – lab_4_ex_extra
• Computer Lab 5 – lab_5_ex_1
• Computer Lab 6 – lab_6_ex_1_partial – lab_6_ex_1 –  lab_6_ex_1_milstein– Extra exercises on Ito’s Lemma
• Computer Lab 7 – lab_7_ex_1 – lab_7_conf_interval_test – lab_7_ex_2

Continuous Assessment

• Assessment outline
• Assignment 1 – assignment_1_brief_MS555 – assignment_1_brief_MS455 – assignment_1_solution
• Assignment 2 – assignment_2_brief – project_template (save as a .tex file)
• Assignment 3 – assignment_3_brief

Final Exam

• Exam guide – exam_guide
• Sample exams – MS455_2017_2018_sample – MS555_2017_2018_sample