Associate Professor of Finance

London School of Economics

FM 423 Asset Markets

  • A core investments course in the MSc Finance and MSc in Finance and Private Equity Full-Time Programme. It provides a theoretical foundation of finance and its applications. Topics include valuation theory, financial securities, risk analysis, portfolio theory, pricing models of risky assets, theory of efficient markets, derivatives.

FM 436 Financial Economics. Continuous-time Finance

  • This is the third part of the Financial Economics course. It provides an introduction to continuous-time techniques. Topics include Black-Scholes formula and its various extensions, stochastic volatility models, Vasicek model of the term structure of interest rates. Restricted to the MRes/PhD in Finance (Route 1), MSc in Finance and Economics and MSc in Finance and Economics (Research), and the MPhil/PhD in Accounting.