Ioannis Karatzas

Eugene Higgins Professor of Applied Probability

Department of Mathematics Department of Statistics Columbia University 2990 Broadway, Mailcode 4438  New York, NY 10027, USA

Office: 619 Mathematics  Phone: (212) 854-3177  Fax: (212) 854-8962  Office Hours: Tue 9:00-11:00

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TEACHING

• Spring 1999 : W4105 Probability
• Fall 2007     : Math G4151 - Stat G6105 Analysis and Probability I
• Fall 2003     : W6501 Stochastic Processes
• Spring 2008 : Math G4153 - Stat G6106 Probability II
• Fall 2000     : Math - Stat G8273 Topics in the Mathematics of Finance
• Spring 2001 : W6505 Stochastic Methods in Finance
• Fall 2003     : G8263 Stochastic Differential Equations and Applications
• Fall 2005 : W4061 Introduction to Modern Analysis
• Spring 2006 : G8243 Topics in Advanced Probability
• Fall 2007 : G7260 Topics in Stochastic Analysis
• Spring 2008 : G9003 Probability Seminar
• Minerva Research Foundation Lectures

RESEARCH INTERESTS

Probability and Mathematical Statistics, Random Processes, Stochastic Analysis, Optimization, Mathematical Economics and Finance.

DOCTORAL STUDENTS

BOOKS

LECTURE NOTES

SELECTED PUBLICATIONS

PREPRINTS

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