Teaches courses in Risk Modeling and Financial Trading Strategies, Forecasting Risks and Opportunities for Financial Securities, and Probabilistic Modeling for Risk-Informed Decisions. Recent research includes forecasting correlations; real-time identification of structural breaks and model changes; jump and crash risk; and simulation-based learning. Co-developer of a market simulator and associated stochastic simulation cases for developing decision-making skills in the presence of complexity and material uncertainty about potential outcomes.
