Here is information regarding my teaching activities in the Cass Business School at City University London. These pages are especially of interest to my students.

In 2004-2005 I teach the following modules for the students of the Financial Mathematics and Quantitative MSc degrees in Cass Business School:

1. Differential Equations in Finance SM304                               

2. Foundations of numerical methods in finance (Matlab based version) SM266

3. Computing and numerical methods (C++ programming) SM303

General information: 

Mathematical formulae

Coursework submission form