Registration
To register on any of the courses, contact your local organizer in the first instance.
Next, send an email to Doris Abeysekera [d.abeysekera@imperial.ac.uk] to register as a participant in the programme. The message should state which Department and College you are from, and who your PhD supervisor is. Ms Abeysekera will compile a mailing list which will be used to send messages to the class, so it is essential that you get yourself on this list.Welcome Reception
There will be a Welcome Reception at 6.00pm on Wednesday 14 October 2009 for all participants in the programme. The reception will be held in Mathematics Common Room 549 (level 5) Huxley building 180 Queen’s Gate. Maps can be found at www.imperial.ac.uk
Programme
Autumn 2009
Course MF1 Information and Finance – From Market Filtration to Derivatives
Pricing
Lecturer: Dr Dorje Brody, Imperial College
Time: 18:00 – 21:00 Mondays
First meeting is on Monday 13 October 2008
Place: Imperial College, Room 139, Huxley Building
180 Queen’s Gate, London SW7 2AZ
(The entrance is directly on the street at 180 Queen’s Gate. Nearest tube is Gloucester Road, campus maps are on the College website www.imperial.ac.uk)
Course MF2 Computational Finance
Lecturer: Professor William Shaw, King’s College
Time: 15:00 – 17:00 Tuesdays
First meeting is on Tuesday 14 October 2008
Place: Room 22DB, The Strand Building, Strand London WC2R 2LS
Details of the course is on the website:
www.mth.kcl.ac.uk/~shaww/web_page/lgs/
Registration
To participate in these courses, you should register with your local coordinator, i.e.
Birkbeck: Professor Helyette Geman(Econ. Maths and Statistics)
Telephone: 0207 631 6487, email: h.geman@bbk.ac.uk
Imperial: Dr Dorje Brody (Maths) [contact: Doris Abeysekera, telephone: 0207 594 8547, email: d.abeysekera@imperial.ac.uk]
King’s: Professor William Shaw (Maths)
telephone: 0207 848 1110, email: William.shaw@kcl.ac.uk
LSE: Professor Mihail Zervos (Maths)
telephone: 0207 852 3751, email: M.Zervos@lse.ac.uk
Dr Pauline Barrieu (Statistics), email: P.M. Barrieu@lse.ac.uk
Please register by Thursday 01 October 2009 at latest. The coordinators will assemble a global list of participants. You must provide an email address so that we can construct a mailing list that lecturers can use for course announcements
Spring 2010
Course MF3 Measure Changes and Time Changes, with Pricing
Applications
Lecturer: Professor Helyette Geman, Birkbeck College
Time: 18:00 – 21:00 Wednesdays
First meeting Wednesday 14 January 2009
Place: Room 747 (7th Floor)
30 Malet Street
Birkbeck’s main building is in Malet Street, which is located behind the British Museum, next to the University of London Senate House.
Maps can be found on http://www.bbk.ac.uk/bbk/maps.html. Nearest tube stations are Russell Square and Goodge Street.
Course MF4 Portfolio Optimization
Lecturer: Professor Mihail Zervos (London School of Economics)
Time: 18:00 – 21:00 Mondays
First meeting week to be arranged
Place: Room Z232, St Philips Building
LSE
Houghton Street
London WC2A 2AE
The nearest tube stations are Holborn or Temple, campus maps are on the LSE website www.lse.ac.uk/resources/mapsAndDirections/findingYourWayAroundLSE.htm
Course MF5 Diffusions and their Stochastic Logarithms
Lecturer: Dr Aleksandar Mijatovic, Imperial College
Time: 18:00 – 21:00 Thursdays
First meeting to be arranged
Place: Room 139 Huxley Building
180 Queen's Gate
London SW7 2AZ
Nearest tube station is Gloucester Road
Details of the course are on the website:
www2.imperial.ac.uk/~amijatov