I have experience as a teaching assistant in the following graduate-level courses at the National University of Engineering (UNI), Lima:
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Continuous Asset Pricing
Teaching assistant for a course covering arbitrage-free pricing, stochastic discount factors, and continuous-time models used in modern asset pricing. -
Heterogeneous Agents in Asset Pricing
Teaching assistant for a graduate course on continuous-time asset pricing with heterogeneous investors. The course develops production economies Cox et al., optimal portfolio choice in the Merton framework, and dynamic programming tools (HJB equations, first-order conditions, and Feynman–Kac) to characterize equilibrium asset prices, short rates, and risk premia in incomplete markets.