Cours
Probability and stochastic calculus
This course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applications in finance, for example for option pricing, risk management and optimal portfolio choice.
Advanced derivatives
The course covers a wide range of advanced topics in derivatives pricing
Game theory and strategic decisions
Game theory studies the strategic interactions between rational agents. It has a myriad of applications in politics, business, sports. A special branch of Game Theory, Auction Theory, has recently guided the development of Ebay, Google advertising auctions, and of the Wireless spectrum auctions.