These are websites from all courses I have taught at CMU. The homework, exams and syllabus should be accessible to anyone. Solutions, however, are restricted to CMU faculty.
272: Introduction to PDE’s. Fall 2015.
881: Advanced Stochastic Calculus II. Spring 2010.
SPDE working group. Spring 2018.
All these notes are free and open source. You may modify and or use them for your own purposes, as long as you follow the licence terms.
Stochastic Calculus for Finance
These lecture notes have been written entirely by students while taking courses taught by me. My only contribution is teaching the course and setting up the websites to host them.
You are free to edit, modify and redistribute these notes (under the terms stated in the respective licenses).