I teach Investments and Portfolio Management in the Master of Finance program and Market Risk in the Master of Financial Risk Management program at the Rotman School of Management at the University of Toronto. Occasionally, I also teach Options and Futures in Rotman’s MBA program. Finally, I teach a course on Option Valuation and Risk Management in Rotman’s PhD program.
I have written a textbook entitled Elements of Financial Risk Management The second edition was published in November 2011. I use the book in my Market Risk class at Rotman and I have previously used the book to teach market risk modeling courses at the World Bank, Bank of America, Bank of Canada, IFM2 and McGill University.