Computational finance, computer programming, web applications, databases, personal finance, applied statistics, quantitative reasoning.

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1 Aaron Stevens Department of Finance Boston University Questrom School of Business 595 Commonwealth Avenue Boston, MA Education M.S. Boston College, Finance, M.S. Boston University, Computer Science, B.S. Indiana University, Business and Computer Information Systems, Teaching Interests Computational finance, computer programming, web applications, databases, personal finance, applied statistics, quantitative reasoning. Teaching Experience Boston University Questrom School of Business, Department of Finance, Senior Lecturer 9/2016 present MF703 Programming for Mathematical Finance, 9/2016 present, 4 sections total MF703 is an introduction to functional, imperative, and object-oriented programming programing in Python and C++ for students in the master s program in mathematical finance. Programming assignments include: the time value of money; bond pricing and analytics; statistical analysis of historical stock market data; linear algebra and matrix operations; creation of minimum variance efficient portfolios and the efficient frontier; option pricing algorithms, including the binomial model, Black-Scholes formula, and Monte Carlo methods for simulating future stock market returns and calculating the value of path-dependent options. The teaching/learning methodology has an emphasis on teaching by example in an activelearning classroom environment. Students bring their laptop computers to class, and the typical use of classroom time involves about 50% demonstration of syntax and language semantics, and 50% with students working on in-class practice problems to build programming skill. The course teaches Python first, with an emphasis on algorithmic thinking and problem solving, followed by a rapid introduction to C++, with an emphasis on run-time analysis and efficiency. FE429 Futures, Options, and Risk Management, Spring 2018 FE429 is an introduction to the use of derivative instruments for risk management. The course covers the payoff and profit calculations arising from various derivative instruments, replicating payoffs with different strategies, and hedging techniques. Option pricing techniques including binomial trees, the Black-Scholes equation, and Monte Carlo simulation. The course has an emphasis on developing spreadsheet models and solutions.

2 Boston University, Department of Computer Science, Senior Lecturer 9/2004 present Teaching faculty for a variety of undergraduate courses in Computer Science, with an emphasis on teaching programming. Teaching methods include both traditional lectures as well as using a flipped-classroom methodology that blends online learning modules and in-class assignments. Develop curriculum and assignments. Coordinate and supervise teams of graduate student teaching fellows, undergraduate assistants, and undergraduate graders. Serve as mentor and collaborator to other teaching faculty and graduate student teaching fellows. CS108 Application Programming, 9/2004 present, 29 sections total CS108 is an introductory programming course for students not majoring in computer science. In a single-semester, the course leads students from their very first program through development of database-driven web applications (e.g., Facebook, Twitter, or Flickr). I developed this class beginning in 2004 using the Java programming language. Since 2007 the course has covered Python, SQL, and HTML, with a focus on web application development using the Linux-Apache-MySQL-Python software stack. The current version of the course uses the flipped-classroom model, where students learn the new content and practice examples on their own at home and use classroom time to complete in-class assignments. To support the flipped-classroom, I created over 60 YouTube videos with examples and mini-lectures, as well as greatly expanding the number of programming assignments. Students complete 23 individual programming assignments and a 4-week long final project in which they develop their own web application. CS111 Introduction to Computers Science, 5/2005 present, 33 sections total CS111 is an introduction to computer science and programming in Python. The course is the first course in the Computer Science concentration and a required course for mathematics majors and other natural science majors. The current version of the course uses a breadth-first approach to learning computer science, and teaches: functional programming and recursion; computer architecture and assembly language programming; imperative programming; object-oriented programming; and a sampling of topics from CS theory including definite finite automata and computability. Assignments include numerical programs, image (matrix) manipulation, text processing and analysis, and games and artificial intelligence. The current version of the course (since summer 2015) uses the flipped-classroom model, where students learn the new content and practice examples on their own at home and use classroom time to do peer-based learning and complete in-class assignments. To support the flipped-classroom, I created over 50 YouTube videos with examples and mini-lectures. During the period , I taught this class in the Java programming language. CS698 Teaching Fellow Seminar, 9/ /2017, 6 sections total CS698 is a teaching methods seminar for first-year graduate students in computer science. The course prepares new teaching fellows in our department for one-on-one tutoring with students; preparing lab activities; preparing a lecture; and active learning methods for in-class

3 activities and assignments. The course includes discussion of learning styles, curriculum development for lectures, assignments and tests, and public speaking. CS101 Introduction to Computers, 9/ /2014, 23 sections total CS101 is a computer science literacy class for non-cs majors, which discusses computing and computer science through the main ideas of algorithmic thinking, encoding of information, protocols, and abstraction. CS101 surveys a selection of fundamental topics in computer science, including the digital representation of numbers, text, images, audio and video; the World-Wide Web; computer networks and the Internet; algorithms for searing and sorting; and an overview of computer programming concepts through vector graphics animation. The applied component of the course introduces students to a practical set of tools including HTML/web-development, manipulating images and audio, and an introduction to object oriented programming concepts using the Alice 3D animation environment. Boston University, Department of Mathematics, Lecturer 1/ MA120 Applied Mathematics, 1/2014 5/2017, 7 sections total MA120 is an introduction to the applications of mathematics for personal financial decisionmaking. The course introduces and applies quantitative techniques involving systems of equations, exponential functions and logarithms, probability and expected value, mortality and survival probability, descriptive and inferential statistics, and numerical simulation. Applications include life cycle decisions about spending and saving; borrowing and repayment; inflation and purchasing power; insurance and annuities; investments and asset allocation. This is a class in quantitative reasoning and decision-analysis using mathematical models. The class uses a flipped-classroom methodology, wherein each class meeting centers around a specific assignment (e.g., an Excel spreadsheet model) that students will work on during class time. I have written a draft textbook, Applied Mathematics for Personal Finance for this class. Boston University, Department of Economics, Instructor 6/ /2013 EC171 Personal Life-Cycle Economics, 6/ /2013, 11 sections total EC171 is an introduction to applied economics, which applies the life-cycle model and consumption smoothing to personal economic decisions including spending, saving, borrowing, insuring; matriculation and investing in human capital; choosing careers, jobs, and locations; marrying, having children, divorcing; retiring, retirement accounts, taking Social Security; buying insurance; and investing in stocks and bonds. I developed this new course (with Larry Kotlikoff and Zvi Bodie) beginning in I custompublished a draft edition textbook (Personal Life-cycle Economics) that was used in this class for Beginning in the Spring 2013 semester, I used a flipped-classroom approach to EC171. Students read assigned readings and took a reading quiz before coming to the classroom. During class meetings, we begin with a brief question and answer session and summarize the main ideas from the readings. The majority of class time was used for in-class assignments to develop deeper understanding of the material by focusing on applications.

4 Boston College, Department of Finance, Teaching Fellow 1/2004 5/2004 MF021 Basic Finance, 1/2004 5/2004 MF021 course is a general introduction to finance required for all majors and minors in the School of Management. The course covers present and future values, streams of payments, bond pricing, the capital structure of firms and the cost of capital, market efficiency, the capital asset pricing model, and an overview of derivatives. Bentley College, Department of Mathematics, Instructor 9/2003 5/2004 GB204 Data Analysis and Statistics, 9/2003 5/2004, 2 sections total This course is a general introduction to descriptive and inferential statistics for undergraduate students in business. Techniques include measures of central tendency and dispersion, correlation and OLS regression, confidence intervals and hypothesis testing. Departmental Service Committee Member Redesign of CS Introductory Sequence, 11/ /2014 Lecturer Search Committee Member, 1/2013 5/2013 Development and maintenance of online homework submissions application, 9/2005 present Publications Applied Mathematics for Personal Finance. CreateSpace Publishing, Textbook used in MA120 course. The text explores many common personal financial questions and develops mathematical models to help understand and find solutions to these problems. Mathematical areas include developing systems of equations (lifetime spending and saving decisions), exponential growth and decay (interest and inflation), probability and expected value (games of chance and insurance), survival probability (actuarial present value), descriptive statistics (investing in the stock market) and numerical simulation (understanding the risk-return tradeoff and investment allocation decisions). Personal Life-Cycle Economics. CreateSpace Publishing, Textbook used in EC171 course. Develops the life-cycle model as the framework for personal financial decision-making; the time value of money; taxes and benefits in the United States; borrowing constraints and dynamic programming; applied life-cycle analysis using ESPlanner, including chapters on investing in human capital, risk and insurance, marriage and divorce, and homeownership; investing in the stock market, Monte Carlo simulation; asset allocation and upside investing. N. Melville, A. Stevens, O. Pavlov, and R. Plice. Unsolicited Commercial Empirical Analysis of a Digital Commons. International Journal of Electronic Commerce, Summer 2006.

5 Other Professional Experience Boston College, Information Technology Services, Consultant/Programmer, 1/2005 present Develop custom software tools to support the Boston College network security and policy group, including incident detection, tracking, reporting end-user notification, and metrics. Use contemporary programming tools including Linux, Python, SQL, Django, Java, JDBC and Servlets/JSP to perform data processing on large and dynamic data sets for pattern matching, text parsing, normalization and custom reporting. Develop and maintain several custom web applications using the Linux-Apache-MySQL- Python (LAMP) model. Wrote custom interfaces to network monitoring tools including: McAfee epolicy Orchestrator, TippingPoint IPS, Snort IDS, IDFinder, DNS, Flows, and Boston College's DHCP/IP address tracking database. Boston College, Information Technology Services, Graduate Assistant, 9/ /2004 Cisco Systems, Senior Software Engineer, 8/2000 8/2003 Developed telecommunications software for Cisco s call center customers in the area of computer-telephony integration and call routing. Software design and implementation of server-side and application programming interfaces using C++ and Java. Authored, co-authored, and edited several Cisco technical books: CTI Product Description, CTIOS System Manager s Guide, and CTIOS Developer s Guide. Assisted with Cisco marketing and technical training. GeoTel Communications, Professional Services Group, Consultant, 6/1999 7/2000 Created custom computer telephony integration (CTI) software engineering solutions for reference customers including Fidelity Investments, UPS, and Optus Telecom (Australia). Andersen Consulting, LLP, Analyst, 6/1998 6/1999 Technical analyst in Andersen s Network Solutions practice. Developed call routing rules and metrics to optimize staffing, reduce customer wait-times, and offer cross-marketing opportunities for a major financial services client s call center operations.

ACTL5103 Stochastic Modelling For Actuaries. Course Outline Semester 2, 2014

UNSW Australia Business School School of Risk and Actuarial Studies ACTL5103 Stochastic Modelling For Actuaries Course Outline Semester 2, 2014 Part A: Course-Specific Information Please consult Part B