LSE Statistics
LSE Department of Statistics. Promoting excellence in research and education in statistics and data science.
Meet our Senior Student Advisor, Franks Reyes Sarria
Introducing our new Head of Department: Milan Vojnovic
LSE Statistics - PhD Open Day, 28 Nov 2022
Capital allocation under the Fundamental Review of Trading book - Prof. Hao Xing
Value adjustment and dynamic hedging of reinsurance counterparty risk - Katia Colaneri
Picking Winners: From Venture Capital to Fantasy Sports - Tauhid Zaman
Viability and Arbitrage under Knightian Uncertainty - Frank Riedel
Equilibrium asset pricing with transaction costs by Johannes Muhle Karbe
Fast Hybrid Schemes for Fractional Riccati Equations (Rough is not so Tough) by Giorgia Callegaro
R&S Conference - Martino Grasselli
R&S Conference - Damir Filipovic
State constrained optimal control problems via reachability approach by Athena Picarelli
On continuous time games with asymmetric information by Catherine Rainer
Pricing and Hedging in rough volatility models by Antoine Jacquier
R&S Conference - Dimitrina Dimitrova
Capitalising on pensions freedom: reinventing the life annuity by Catherine Donnelly
VIX derivatives in rough forward variance models by Stefano De Marco
Careers with a Statistics PhD - LSE Alumni Panel
Variable annuities with high water mark withdrawal benefit by Patrick Cheridito
On a Portfolio Selection Problem using Individual Performance Scores by Milan Vojnovic
Price impact in the Kyle-Back equilibrium model by José Manuel Corcuera Valverde
The Extended Surface SVI (eSSVI) Model by Claude Martini
Probability Weighting, Stop-Loss and the Disposition Effect by Vicky Henderson
BIg Network Data by Patrick Wolfe
Some remarks on functionally generated portfolios by Johannes Ruf
Moral hazard, limited liability and golden parachutes Dylan Possamaï
LSE Risk & Stochastics Conference Introduction
Dynamic Programming for Multivariate Problems by Birgit Rudloff