Senior Lecturer in Statistics
Office: Columbia House, Room B604
Department of Statistics
London School of Economics
London, WC2A 2AE
Phone: +44 (0)20 7955 6717
Fax: +44 (0)20 7955 7416
Member of the Risk and Stochastics Group
List of publications
- Lévy processes.
- Optimal stopping problems.
- Stochastic games.
- Financial and insurance mathematics.
- ST330 Stochastic and Actuarial Methods in Finance Seminars. All relevant information is on the course
- ST435 Advanced Probability Theory. All relevant information is on the course
- ST440 Recent Developments in Finance and Insurance.
All relevant information is on the course
- ST227 (Survival Models), ST419 (Computational Statistics), ST432.2 (LÚvy 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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[Last modified: Jan 11th 2012 by Erik Baurdoux]
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