2014-15

Prof. Ioannis KARATZAS (Columbia University, New York)

Lectures on Stochastic Portfolio Theory

Sept 15-17 2014

Prof. Antti KNOWLES (ETH Zurich)

Random Matrix Theory and Multivariate Statistics

March 2-4 2015

Prof. Jim GATHERAL (Baruch College, CUNY)

The Volatility Surface

March 16, 17, 19 2015

Costis Maglaras

Prof. Costis MAGLARAS (Columbia University, New York)

Algorithmic Trading and Microstructure of Limit Order Books

May 5-7 2015

Francois Delarue

Prof. François DELARUE (Université de Nice, France)

Mean Field Games

May 5, 7, 12, 13 2015

2015 - 2016

Find out more about lecutres in 2015-16