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