Stochastics and Financial Mathematics
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| VU University Amsterdam | University of Amsterdam | Utrecht University | Leiden University |
The time
table for 2010 - 2011 can be found here.
Time table 2011 - 2012
(last update 22
December 2011, 20:16)
Locations
| Courses at VU: | Science
building
(WN) Main building (HG) Medicine Building (MF) Bellevue (BV) |
De Boelelaan 1085 De Boelelaan 1105 Van der Boechorststraat 7-9 De Boelelaan 1091 |
Amsterdam |
| Courses at Uva: |
Science
Park (SP) Nikhef (NH) |
Science Park 904 Science Park 105 |
Amsterdam |
| Courses at UU: |
Minnaert
Building (MIN) Buys Ballot Laboratorium (BBL) Mathematics Building (MB) |
Leuvenlaan 4 Princetonplein 5 Budapestlaan 6 |
Utrecht |
| Courses at UL: |
Snellius
Building |
Niels Bohrweg 1 |
Leiden |
Time table spring 2012
| Time |
Course |
Lecturer |
Week |
Location |
| Monday |
||||
| 10.00-11.45 | Modern
Theory of Markov Chains |
Müller | 8-14 16-17 19-21 |
UU: MIN-207 |
| 13.00-15.00 |
Lévy Processes
and Stochastic volatility |
Pistorius |
6-13 14 16-17 19-21 |
UvA: SP-A1.14 UvA: SP-G3.10 UvA: SP-G3.10 UvA: SP-G3.10 |
| 13.15-15.00 | Topics in Dynamical
systems |
Kempton |
6-14 16-17 19-21 |
UU: BBL 007 |
| 13.30-16.15 14.30-17.15 14.30-17.15 14.30-17.15 |
Topics in Discrete
Probability |
Van den
Berg |
6-12 14 16-17 19-21 |
VU:
WN-S624 |
| Tuesday |
||||
| 11.15-13.00 |
Information Theoretic
Learning |
De Rooij | 6-12 14-17 19-21 |
UL: 401 |
| 13.45-15.30 |
Gibbs Measures |
Opoku |
6-12 14-17 19-21 |
UL: 401 |
| 13.30-17.15 |
Financial
Mathematics: a Levy Process Perspective |
Schröder | 6-12 14-21 |
VU: WN-M143 VU: WN-C121 |
| Wednesday |
||||
| 10.15-13.00 |
Stochastic Processes |
Spieksma | 6-12 13 14-21 22 |
VU: WN-S655 VU: WN-M143 VU: WN-S655 VU: WN-M143 |
| 14.00-16.45 |
Time Series |
Van der Vaart | 6-12 13 14-21 22 |
VU: WN-P647 VU: WN-C121 VU: WN-P647 VU: WN-C121 |
| Thursday |
||||
| 09.00-13.00 |
Stochastic
Integration |
Spreij, Mandjes |
6-12 14-19 21 |
UvA: SP-B0.208 |
| 11.15-13.00 | Symbolic Dynamics and
Ergodic Theory |
Kraaikamp Verbitskiy |
6-12 14-17 19 21 |
UL: 401 |
| 13.00-17.00 | Bayesian Stasistics | Kleijn | 6 7 8 9 10 11 12 14-17 19 21 |
UvA: SP-A1.10 UvA: SP-G3.10 UvA: SP-A1.06 UvA: SP-D1.116 UvA: SP-G3.10 UvA: SP-G3.13 UvA: SP-D1.116 UvA: SP-A1.06 UvA: SP-D1.113 UvA: SP-A1.06 |
| Friday |
Time table fall
2011
| Time |
Course |
Lecturer |
Week |
Location |
| Monday |
||||
| 9.00-12.45 |
Stochastic Processes
for Finance |
Gugushvili |
36-42 44-50 |
VU: HG-08A04 |
| 10.15-12.00 |
Stochastic Models for
Telecommunication Systems |
Mandjes | 37-45 |
UU: MB-611AB |
| 13.00-16.00 |
Semiparametric
Statistics |
Klaassen | 36-42 44-50 |
UvA:
SP-A1.12 |
| Tuesday |
||||
| 10.00-12.45 |
Stochastic
Optimization |
Bhulai |
36-42 44-50 |
VU: WN-S655 |
| 11.15-13.00 |
Forensic Statistics
and Graphical Models |
Gill |
36-42 44-45 47-50 |
UL: 401 |
| 11.15-15.30 |
Statistical Learning |
Grünwald |
36-42 45-46 |
UL: 405 |
| Wednesday |
||||
| 10.15-13.00 |
Measure Theoretic Probability | Spreij | 36-43 44-50 |
UvA: SP-F1.02 UvA: SP-C1.112 |
| 14.00-16.45 |
Asymptotic Statistics |
Kleijn |
36-50 |
UvA: SP-A1.10 |
| Thursday |
||||
| 09.00-12.45 |
Financial Stochastics |
Schröder |
36-50 |
VU: WN-C121 |
| 09.00-10.45 |
Probability |
Den
Hollander |
36-42 44-45 47-50 |
UL: 401 |
| 14.00-17.00 |
Random Polymers |
Den Hollander | 36-50 |
UL: 174 |
| 15.00-19.00 |
Portfolio Theory |
Spreij,
Van
Es |
36-42 44-50 |
UvA: SP-D1.110 UvA: SP-A1.14 |
| Friday |
||||
| 09.00-11.00 |
Simulation Methods in Statistics | Van Es | 36-42 44-50 |
UvA: NH-F3.20 UvA: SP-G2.13 |
| 11.00-12.45 |
Ergodic Theory |
Dajani |
36-50 |
UU: MB-610 |
| 11.00-13.00 |
Fluctuation Theory
for Lévy Processes |
Mandjes | 36-42 44-50 |
UvA: SP-A1.14 UvA: SP-G2.13 |
| 13.30-16.15 |
Statistical Genetics |
Jonker |
36-42 44-50 |
VU: WN-P624 VU: WN-S607 |