LFIN organizes various PhD courses.
CEMS PhD Courses
2017
Topic: Bayesian Dynamic Modelling for Multivariate Time Series
Speaker: Mike West (Duke University)
2016
Topic: Identification Issues in Finance
Speaker: Murillo Campello (Cornell University)
Topic: Big Data
Speaker: Frank Diebold (UPenn)
Term Structure Models and the Zero Lower Bound
Speaker: Jens Christensen (Federal Reserve Bank of San Francisco)
2015
Topic: Market Liquidity
Speakers: Thierry Foucault (HEC Paris) & Marco Pagano (University of Naples Federico II)
2014
Topic: Markov Switching and Time-varying Parameter Models in Finance
Speaker: Allan Timmermann (University of California, San Diego)
Topic: VAR Models - Time-Varying Parameters and Identification with Sign Restrictions
Speaker: Christiane Baumeister (Bank of Canada)
2013
Topic: Econometrics of Mixed Data Sampling (MIDAS) Regressions and Related Methods
Speaker: Eric Ghysels (University of North Carolina)
2012
Topic: Empirical Asset Pricing
Speaker: Geert Bekaert (Columbia Business School)
2010
Topic: Empirical Corporate Finance
Speaker: Jay R. Ritter (University of Florida)
PhD Courses in Quantitative Finance
2017
Topic: Monte Carlo Methods with Applications to Finance
Speaker: Gilles Pagès (Laboratoire de Probabilités et Modèles Aléatoires Université Pierre et Marie Curie Paris VI)
Date: March 8-9, 2017
Documents available: Slides 1, Slides 2, Scripts
2016
Topic: Credit Risk
Speaker: David Lando (Copenhagen Business School)
Date: 7-9 November 2016. Apply by 20th Octiber
2015
Topic: Nonlinear Valuation and XVA under Credit Risk, Collateral Margins and Funding Costs
Speaker: Damiano Brigo (Imperial College)
Documents available: Slides, Photo Gallery
The SoFiE Financial Econometrics schools are annual week-long research-based courses for Ph.D. students and new faculty in financial econometrics.
2017 Summer School
Dates: June 26-30, 2017
Host: National Bank of Belgium
Location: Brussels, Belgium
Lecturers: Prof. Anh Le (Penn State University), Prof. Kenneth Singleton (Stanford University)
Website: Click here
2015 Spring School
Dates: June 1-5, 2015
Host: National Bank of Belgium
Location: Brussels, Belgium
Lecturers: Prof. Patrick Gagliardini (University of Lugano & Swiss Finance Institute) and Prof. Eric Renault (Brown University)
Website: Click here