Courses offered in the 2009-10 Session
Five courses are to be offered in 2009-10. Follow the links to the individual course pages for details.In general, each course will be given at the lecturer's home college. Each course will consist of 10 weekly sessions of 3 hours, scheduled 6pm-9pm on the specified day. Autumn Term 2009 courses will begin in the week of October 12.
The lecturers will set up course home pages on which all course material and other information including, initially, a detailed syllabus, will be posted. To get on the mailing list for course announcements, follow the instructions on the Registration page.
MF1: Information and Finance
Lecturer: Dr Dorje Brody (Imperial College)Term: Autumn
MF2: Computional Finance
Lecturer: Professor William Shaw (King's College)Term: Autumn
MF3: Measure Change and Time Changes, with Pricing Applications
Lecturer: Professor Helyette Geman (Birkbeck College)Term: Spring
MF4: Portfolio Optimisation
Lecturer: Professor Mihail Zervos (London School of Economics)Term: Spring
MF5: Diffusion Processes and their Stochastic Logarithms
Lecturer: Dr Alekxandar Mijatovic (Imperial College)
Term: Spring