Dr. DeRosa is an adjunct professor of finance (since 2006) at the Fu Foundation School of Engineering at Columbia University where he teaches in the Industrial Engineering and Operations Research department in the financial engineering programs. 

For more detail on courses click:
The Fu Foundation School of Engineering

Columbia Course offerings by Dr. DeRosa

IEOR 4620 Pricing Models in Financial Engineering

This is a survey course on the various models used in finance to value securities and derivatives and to measure risk. The course discusses models for futures, forwards, options, options on foreign exchange, index options, futures options, exotic options, interest rate derivatives, swaps, swaptions, Black-Scholes-Merton models, tree models, volatility surfaces, skew and smile volatility, interest rate derivatives, mortgage-backed securities, interest and term structure models, and value-at-risk.

IEOR 4727 Foreign Exchange and Its Related Derivative Instruments

A survey of the foreign exchange market, dealing with both spot and forward foreign exchange, currency options, currency futures options, the analysis of trading risks, and exotic currency options.