Erik Baurdoux Senior Lecturer in Statistics

Office: Columbia House, Room B604 Post: Department of Statistics London School of Economics Houghton Street London, WC2A 2AE United Kingdom Phone: +44 (0)20 7955 6717 Fax: +44 (0)20 7955 7416 Email: e.j.baurdoux Member of the Risk and Stochastics Group

Research Interests

• Lévy processes.
  
• Optimal stopping problems.
  
• Stochastic games.
  
• Financial and insurance mathematics.
  

Teaching 2012/2013

• ST330 Stochastic and Actuarial Methods in Finance Seminars. All relevant information is on the course Moodle page.
  
• ST435 Advanced Probability Theory. All relevant information is on the course Moodle page.
  
• ST440 Recent Developments in Finance and Insurance. All relevant information is on the course Moodle page.
  

Courses Taught

• ST227 (Survival Models), ST419 (Computational Statistics), ST432.2 (Lévy Finance), ST435 (Advanced Probability Theory) and EC112 (Essential Statistics for Economics and Econometrics).
  

Office Hours 2013 Lent Term

• Wednesday 1030-1130
  
• Thursday 1330-1430
  

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