current semester (fall 2017)

Probability Theory with applications to marine environment, School of Applied Mathematical and Physical Sciences

Measure Theoretic Probability, School of Applied Mathematical and Physical Sciences

Probability (graduate), School of Applied Mathematical and Physical Sciences

Stochastic Processes (graduate), School of Applied Mathematical and Physical Sciences

previous semester (spring 2017)

Stochastic Processes, School of Applied Mathematical and Physical Sciences

Stochastic Calculus (graduate), School of Applied Mathematical and Physical Sciences

lecture notes

Stochastic Processes (2016) Hellenic Academic Libraries, ISBN 978-960-603-169-4

Introduction to Mathematical Finance (2016) Hellenic Academic Libraries, ISBN 978-960-603-268-4

past undergraduate

Introduction to Probability and Statistics (for EE), Probability (Applied Math),

Probability & Statistics (for CE), Applied Statistics, Statistical Analysis of Data, Stochastic Processes, Introduction to Probability, Mathematical Finance I, Mathematical Finance II, Mathematical Modeling.

past graduate

Large Deviations Theory, Stochastic Differential Equations, Stochastic Processes,

Stochastic Calculus, Analytical and Numerical methods in Finance, Control Theory

graduate students

Marios Stamatakis, University of Crete, PhD Thesis: Interacting Particle Models for condensation, 2014

Yannis Tsaknakis, MSc NTUA: High dimensional Probability and Machine Learning, 2016

Christos Nakos, MSc NTUA: Optimal policies for capacity expansion in power production, 2016

Iason Liagkas, MSc NTUA: Numerical methods in Financial Engineering, 2016

Alkis Georgiadis, MSc NTUA: Free Probability and Applications, 2015

Petros Boufounos, MSc NTUA: Probability measures in path spaces, 2015

Maria Markou, MSc University of Crete: Copulas and applications, 2015

Elena Stai, MSc NTUA: Stochastic Control with applications in Wireless Communications, 2014

Katerina Papagiannouli, MSc NTUA: Large Deviations and Applications in Finance, 2014

Nikolas Kaprathopoulos, MSc NTUA: Numerical Methods for Pricing American Options, 2014

Sotiris Losidis, MSc NTUA: Convolutions of Heavy Tailed Distributions, 2014

Marina Moraiti, MSc University of Crete: Monte Carlo methods in Finance, 2009

Lena Dramountani, MSc University of Crete: Stochastic Portfolio Theory, 2008

Raphaël Roux, MSc ENS Cachan: Central Limit Theorems for Markov Processes and applications, 2006