Associate Professor 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
Bernoulli Society Web Editor
- Lévy processes.
- Optimal stopping problems.
- Stochastic games.
- Financial and insurance mathematics.
Recent publications and preprints
Full list of publications
Sabbatical 2014-2015 Academic Year in CIMAT, Guanajuato
- EC112 Essential Statistics for
Economics and Econometrics
- ST202 Probability, Distribution Theory and Inference
- ST227 Survival Models
- ST330 Stochastic and Actuarial Methods in Finance
- ST419 Computational Statistics
- ST432.2 LÚvy Finance
- ST435 Advanced Probability Theory
- ST426 Applied Stochastic Processes
- ST440 Recent Developments in Finance and Insurance
- LTCC Course Optimal Stopping and LÚvy Processes
Slides IoP talk
Here are the slides of a talk I gave at the Research on Stigma and Discrimination HSPR Summer School July 2013 at the Institute of Psychiatry, King's College.
For further information about the anti stigma campaign, please go to Time to Change or send me an email.
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[Last modified: April 2015 by Erik Baurdoux]
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