This list includes courses that I’ve taught and/or may teach in the future
At Stanford (Starting in 2017)
- MS&E 321: Stochastic Systems
- MS&E 324: Topics in Applied Probability
- MS&E 325: Optimal Transport Methods in OR, Statistics and Economics
- MS&E 223: Simulation
At Columbia (Starting in 2008)
- IEOR E4404: Stochastic Simulation
- IEOR E4602: Quantitative Risk Management
- IEOR E6801: Monte Carlo Methods in Engineering and Science
- Large Deviations and Monte Carlo
- Monte Carlo Methods for Stochastic Networks
- Topics in Computational Probability
- IEOR 4701: Stochastic Processes for Financial Engineering
- G6501: Stochastic Processes and Applicaitons
At Harvard (2004 – 2008)
- Stat 110: Introduction to Probability
- Stat 131 / 231: Time Series Analysis
- Stat 212: Topics in Probability and Mathematical Statistics
- Stat 271: Advanced Stochastic Processes
- Stat 323: Statistical and Computational Methods in Finance
- Stat 371: Topics in Applied Probability
- Stat 311: Monte Carlo Methods in Scientific Computing
