Schedule

M. Diener:  Discrete-time models in finance

F. Diener:  Continuous-time models in finance and stochastic calculus 

S. Carrillo:  Operational risk: measurement and control

A. Suarez:  Computational methods for the quantification of Operational Risk

 G. Pagès: Introduction to numerical methods in probability for finance

J. Printems: Introduction to numerical methods for partial differential equations in   finance

H. Pham: Optimization methods in portfolio management and option hedging

W. Runggaldier: Interest rate modelling