Gustavo Schwenkler

Associate Professor of Finance

At Boston University:

  • MF 702: Fundamentals of Finance (M.Sc. Mathematical Finance, Boston University)

This is an introductory course in asset pricing and investments. A syllabus can be downloaded here.

  • MF 796: Computational Methods of Mathematical Finance (M.Sc. Mathematical Finance, Boston University)

This is a graduate level course on the computational methods commonly used in finance. Topics include numerical integration, Fourier inversion, finite differences, and simulation. A syllabus can be downloaded here.

  • MF 850: Advanced Computational Methods of Mathematical Finance (M.Sc. Mathematical Finance, Boston University)

This is a graduate level course on advanced computational methods used in finance. Topics include exact simulation of point processes, pricing methods for American options, optimization, and machine learning. A syllabus can be downloaded here.