Erik Baurdoux 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

Risk and Stochastics Conference March 19 and 20 2012

Research Interests

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

Teaching 2011/2012

• ST435 Advanced Probability Theory. All relevant information is on the course Moodle page.
  
• ST432.2 Lévy Finance. For information about ST432.2 please go to the course Moodle page(email me to get te enrolment key) Moodle page. Then click on the link which will lead you to the course Moodle 2 page.
  
• ST227 Survival Models. For information about ST227 please go to the course Moodle page(email me to get te enrolment key) Moodle page. Then click on the link which will lead you to the course Moodle 2 page.
  

Courses Taught

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

Office Hours 2011/2012 Summer Term

• Wed. April 25th 1400-1600
  
• Tue. May 1st: 1030-1230
  
• Tue. May 8th: 1030-1230
  
• Mon. May 21st: 1030-1230
  
• Mon. May 28th: 1030-1230
  
• Thu. June 7th: 1030-1230
  

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