I am an adjunct instructor and member of the advisory board for the University of Minnesota financial mathematics program. I have previously served as a lecturer for the Carlson School of Management finance department for which I taught MBA Derivatives.
I am also vice president of the quantitative risk management group at the Options Clearing Corporatation in Chicago and an active member of PRMIA and IAFE. Please visit my LinkedIn profile for more background.
jdodson@math.umn.edu
Fall & Spring '12-'13 terms: Sundays at 7:00 PM by UM Connect.
Risk & Asset Allocation Risk & Asset Allocation ('11-'12) Risk & Asset Allocation ('10-'11) Risk & Asset Allocation ('09-'10) Interest Rate Models ('09) Portfolio Optimization ('08) Data Analysis, Simulation, & Portfolio Optimization ('07-'08)
Estimating The Market Price of Risk Historical Simulation CDO Correlation Primer Equity Volatility and Credit Spreads under Perpetual Debt
Quant Topics for Options Clearing Background on Stress Testing Estimating The Market Price of Risk Intensity Models for Default Risk Financial Mathematics Topics Measurement & Optimal Deployment of Active Risk General Delta-Gamma VaR
Financial Mathematics Advisory Board Minnesota Center for Financial and Actuarial Mathematics School of Mathematics College of Science & Engineering University of Minnesota
