Programme

Prof. Ioannis KARATZAS (Columbia University, New York)

Lectures on Stochastic Portfolio Theory

Sept 15-17 2014

Antti Knowles

Prof. Antti KNOWLES (ETH Zurich)

Random Matrix Theory and Multivariate Statistics

March 2-4 2015

Jim Gatheral

Prof. Jim GATHERAL (Baruch College, CUNY)

The Volatility Surface

March 16, 17, 19 2015

More dates

Costis Maglaras

Prof. Costis MAGLARAS (Columbia University, New York)

Algorithmic Trading and Microstructure of Limit Order Books

May 5-7 2015

Francois Delarue

Prof. François DELARUE (Université de Nice, France)

Mean Field Games

May 5, 7, 12, 13 2015

2015 - 2016

Find out more about lecutres in 2015-16

Contact us

CFM-Imperial Institute of Quantitative Finance
Department of Mathematics,
Imperial College
London
SW7 1NE

Email: iqf-events@imperial.ac.uk