current semester (spring 2018)
Stochastic Processes, School of Applied Mathematical and Physical Sciences
previous semester (fall 2017)
Probability (graduate), 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 Theory with applications to marine environment (Naval), 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