Special Topics I and II

The Special Topics modules will be run as advanced seminars by an instructor in the first and second semester. Papers will be presented by the students. The topics offered may change from year to year; in the past, the following have been available:

Stochastic Investment Models,
Transaction costs in option pricing,
Risk Management,
Stochastic Volatility,
Market Models for interest rates,
Numerical Methods for stochastic differential equations,
Incomplete markets,
Credit Risk,
Quasi Monte Carlo methods,
Risk measures,
Optimization techniques in finance.