John Dodson's Homepage


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 SIAM, IAQF and PRMIA. Please visit my LinkedIn profile for more background.

Contact Info

Office Hours

Fall & Spring '17-'18 terms: Sundays at 7:00 PM by WebEx.


Quantitative Risk Management ('16-'17) ('15-'16)
Risk & Asset Allocation ('14-'15) ('13-'14) ('12-'13) ('11-'12) ('10-'11) ('09-'10)
Interest Rate Models ('09)
Portfolio Optimization ('08)
Data Analysis, Simulation, & Portfolio Optimization ('07-'08)


Intensity and Recovery in Defaultable Bonds
Estimating The Market Price of Risk
Historical Simulation
CDO Correlation Primer
Equity Volatility and Credit Spreads under Perpetual Debt


High Performance Computing in Finance
Addressing the potential non-robustness of sub-additive portfolio risk measures
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

Last Modified Saturday September 02, 2017
The views and opinions expressed in this page are strictly those of the page author. The contents of this page have not been reviewed or approved by the University of Minnesota.