current semester (spring 2017)


Stochastic Processes, School of Applied Mathematical and Physical Sciences

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


previous semester (fall 2016)


Introduction to Probability and Statistics, School of Electrical Engineering and Computer Science.

Probability, School of Applied Mathematical and Physical Sciences

Stochastic Processes (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 & 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 Calculus, Analytical and Numerical methods in Finance, Control Theory


graduate students


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


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

 



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