Department of Mathematics and Statistics

Advanced courses

Peter Takac (University of Rostock, Germany) gave a course at TSE on February 2023 "Semi-linear and quasi-linear Black-Scholes-type equations in Mathematical Finance: Analytical and numerical methods with some monotonicity"

-> Syllabus (PDF)

Pierre Alquier (Riken AIP) gave courses at TSE on November 2022 "PAC-Bayes and Information bounds, with Applications to Variational Inference"

-> Syllabus (PDF)