Advanced Regular Courses

Fall Term 2010

Advances in Computational Economics and Finance Prof. Felix Kübler
Prof. Karl Schmedders
Doktorandenkolloquium (Doctoral Seminar) Prof. Thorsten Hens
Contract Theory and Banking Prof. Jean-Ch. Rochet
An introduction to saddlepoint methods with stochastic modelling and financial modelling applications Prof. Ron Butler

Spring Term 2011

Doktorandenkolloquium (Doctoral Seminar) Prof. Thorsten Hens
Recursive Methods Prof. Felix Kübler
Advances in Computational Economics and Finance Prof. Felix Kübler
Prof. Karl Schmedders
Probability III Prof. Ashkan Nikeghbali
Doctoral Colloquium in Corporate Finance Prof. Kjell G. Nyborg
Contract Theory and Banking II Prof. Jean-Ch. Rochet
Liquidity, Intermediation, and Corporate Finance Prof. Kjell Nyborg
Prof. S. Bhattacharya
Experimental Finance Dr. Stefan zeisberger
Maxima of Gaussian Processes and Applications Prof. Jean-Marc Azaïs
Behavioral Portfolio Theory Prof. Enrico De Giorgi
High-Frequency Trading Prof. Ramazan Gençay
Behavioral Economics and Behavioral Finance Prof. Ulrike Malmendier
Prof. Stefano DellaVigna
Modelling Multivariate Conditional Volatility Prof. Michael McAleer
Empirical Research in International Finance Prof. Eliza Wu