Summer Term 2014/15

Venue: A1.01. Fridays @2pm

We continue the reading of: Introduction to stochastic calculus applied to finance, Second edition, by Damien Lamberton and Bernard Lapeyre.

Spring Term 2014/15

Venue: C1.06. Wednesdays @11am

We will look at: Introduction to stochastic calculus applied to finance, Second edition, by Damien Lamberton and Bernard Lapeyre.

Autumn Term 2014/15

Venue: C1.06. Fridays @2pm

We will have a theme this term of mathematical modelling in behavioural finance and economics, with a focus on propsect theory and some recent optimal stopping models. There will be several external speakers (details on the Seminar webpage)