Since July 2010, with the University of Geneva - HEC Geneve
Visiting Professor
Teaching "Commodity Risk Issues" a subject in the Master of Arts in International Trading, Commodity Finance and Shipping (brochure). Duties include subject course development, 24 hours teaching load, preparation and marking of assessments and responding to students’ queries.
From June 2003 to Nov 2007, with the University of Technology of Sydney
Part-time lecturer and visiting fellow of the Quantitative Finance Research Centre, Faculty of Finance and Economics
Every semester between June 2003 and November 2007, I have been teaching Investment Management (3 hours a week from 6 to 9pm), a course in Masters of Finance, exploring modern portfolio theory. This subject introduces the theoretical frameworks of the portfolio approaches to investments, and provides practice in the techniques of portfolio analysis and management.
During the semesters spring 2006 and spring 2007, I also taught Synthetic Financial Products, which deals with the concepts of hedging, speculating and arbitrage in the capital markets, using options and futures. My activities include 3 hours lecture per week, per subject, marking, tutorials, consultation and summer school. This subject is based on the textbook: “Options, Futures and Other Derivatives” by John Hull.
As part of the QFRC fellowship, I have been working on a research project, applying real option theory to price electricity forward contracts.
From July 2007 to November 2007, with the University of New South Wales
Visiting Lecturer in Actuarial Studies
Teaching Financial Economics for Insurance and Superannuation, a masters class subject accredited by the Institute of Actuaries of Australia. (3 hours a week from 6 to 9pm). The aim of this course is to introduce the mathematical and economic models of financial economics and highlight their application to asset-liability management for insurance, superannuation and funds management. This subject is based on textbooks: “Investment Science” by David Luenberger and “Financial Calculus” by Baxter and Rennie.