ADVANCED
COURSES
Applications of Malliavin Calculus.
A LMS-EPSRC Short Course.
Imperial College London 7-11 July 2008. Lecture notes of
the course
GRADUATE COURSES (2000-...) |
- Stochastic Calculus (Master Degree in Advanced Mathematics
2017-2018, Universitat de Barcelona)
Lecture notes of
the course
Restricted access to
registered students at the UB Virtual Campus
- Stochastic processes (Graduate Programme in Economics, Finance
and Management, GPEFM 2006-2007, Universitat
Pompeu Fabra, Barcelona)
Lecture notes of
the course
- Numerical methods for stochastic differential
equations
- Stochastic evolution equations
- Stochastic calculus
|
UNDERGRADUATE
COURSES
(2000-...)
|
- Random walks. Passejades a l'atzar
|
TEACHING BOOKS (in catalan)
|
- D. Nualart, M. Sanz-Solé: Curs de probabilitats.
Colección "Estadística y Análisis
de Datos", Vol 5. Barcelona 1990.
ISBN:84-7665-718-8
Barcelona
1994.ISBN:
84-475-0693-2
- M. Sanz-Solé: Probabilitats.
Col.lecció UB, Vol 28. Edicions Universitat de
Barcelona, Barcelona 1999.
ISBN: 84-8338-091-9 |