London Graduate School in Mathematical Finance

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