Professor Arlie O. Petters

Benjamin Powell Professor

 Teaching Experience:


DUKE UNIVERSITY (1998-present)

Arts and Sciences

  • Developed New Course: Financial Derivatives
    (Math 582/Econ 674; springs of 2014-2015; advanced undergraduate and first-year graduate)
  • Developed New Course: Mathematical Finance
    (Math 581/Econ 673, Math 215/Econ 225; fall 2001, 2004, 2006; spring 2008; falls of 2008-2011, 2013-2014; advanced undergraduate and first-year graduate)
  • Freshman Seminar: Finance
    (Math 89S; spring 2013)
  • Topics in Probability Theory: The Black-Scholes-Merton Model and Beyond
    (Math 690, Math 288; summers 2012, 2013; advanced undergraduate and first-year graduate)
  • Probability Theory
    (Math 135/Stat 104; spring 2005, 2008; undergraduate)
  • Linear Algebra and Differential Equations
    (Math 107; spring 2006; undergraduate)
  • General Relativity Seminar
    (Physics 222S; fall 2004; undergraduate)
  • Co-developed New Graduate Course: General Relativity
    (Math 236/ Physics 292; fall 2002; graduate)
  • Linear Algebra and Applications
    (Math 104; spring 1999, fall 2000, 2001, 2002; undergraduate)
  • Advanced Calculus I
    (Math 139; fall 2000; undergraduate)
  • Developed New Undergraduate Seminar: Mathematics of Gravitational Lensing
    (seminar, Math 196S; fall 1999; advanced undergraduate)
  • Multivariable Calculus
    (Math 103; fall 1998; undergraduate)

    Fuqua School of Business

  • Finance Concentration Project
    (Finance 897E.001, Finance 480E.001, Executive MBA program; 2010-present).
  • Developed New M.B.A. Course: Quantitative Finance
    (Finance 491.301, Daytime MBA; Term 3, 2009, 2010).
  • Global Consulting Practicum
    (Strategy 490.302, Daytime MBA; Term 3, 2010).

PRINCETON UNIVERSITY (1993-1998, 2007)

  • Statistical Analysis of Financial Data in S-Plus
    (Regression and Applied Time Series)
    (ORF 405; fall 2007; advanced undergraduate and first-year graduate level)
  • Developed New Undergraduate Course:
    Mathematics of Light Deflection in the Universe
    (Math 331; fall 1995, 1996; advanced undergraduate)
  • Advanced Linear Algebra with Applications
    (Math 204; fall 1995, 1996, 1997; undergraduate)
  • Multivariable Calculus
    (Math 201; fall 1994; undergraduate)
  • Calculus II
    (Math 104; spring 1994; undergraduate)
  • Calculus I
    (Math 103; fall 1993; undergraduate)

MIT (1991-1993, 2003-2004)

  • Relativity
    (Physics 8.033; fall 2003; undergraduate)
  • General Relativity
    (Physics 8.962; spring 2003; graduate)
  • Advanced Calculus for Engineers II
    (Math 18.076; spring 1993; advanced undergraduate and first-year graduate)
  • Advanced Calculus for Engineers I
    (Math 18.075; spring, fall 1992; advanced undergraduate and first-year graduate)
  • Complex Variables with Applications
    (Math 18.04; fall 1992; undergraduate)
  • Multivariable Calculus
    (Math 18.02; fall 1991, spring 1992; undergraduate)