TEACHING

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