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Fall 2008:
PSTAT 213A: Probability Theory and Stochastic Processes
PSTAT 223A: Financial Modeling
My
CV
in PDF.
Recent publications:
Mathematics of Finance
or
Waves in Random Media
Slides on Stochastic Volatility
Email me :
fouque at pstat.ucsb.edu
UCSB Department of Statistics and Applied Probability
C
enter for
R
esearch in
F
inancial
M
athematics and
S
tatistics
CBMS/NSF Conference at UCSB June 22-27, 2008