Sessional Lecturer - MMF1928H1F: Pricing Theory (Section LEC 0101)
About The Position
This course provides a rigorous introduction to modern pricing theory in finance, focusing on the valuation of derivatives and the mathematical foundations of asset pricing. Starting from discrete-time models and moving to random walks, the course develops the principle of no-arbitrage and builds toward continuous-time models, culminating in the Black–Scholes framework. Students will learn how financial assets and derivatives are priced using replication, risk-neutral valuation, and stochastic modeling, with applications to equity derivatives, bonds, and interest rate products. The course also covers volatility modeling, highlighting both constant and stochastic volatility frameworks. Emphasis is placed on connecting economic intuition (no-arbitrage, hedging) with mathematical tools (probability, stochastic processes, differential equations), enabling students to understand both the theory and its practical implementation in financial markets.
Requirements
- Advanced degree in Mathematical Finance
- Industry experience in pricing theory in finance, valuation and asset pricing
- Prior experience teaching this course (or a similar course) at the university level
- Ability and experience teaching large classes
Nice To Haves
- Industry experience in volatility modeling and stochastic volatility frameworks
Responsibilities
- Preparation and delivery of lectures in this course
- Preparation, supervision and grading of tests and examinations in accordance with university regulations
- Providing scheduled office hours for academic counseling of students
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What This Job Offers
Career Level
Mid Level
