I. KARATZAS (1988)    A Tutorial Introduction to Stochastic Analysis and Its Applications. Lectures at GETEN and at the Courant Institute, Fall 1994.

I. KARATZAS (1996)   Lectures on the Mathematics of Finance. CRM Monograph Series 8, 148 pp. American Mathematical Society. The Andre Aisenstadt Lectures at the University of Montreal, May 1996.

Boston Lectures (September 2000)

I. KARATZAS (2006)    A Survey of Stochastic Portfolio Theory. The Eugene Lukacs Lectures, Bowling Green University, May-June 2006.

Return to  :   Previous Page | Mathematics Department Home Page | Statistics Department Home Page