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Stochastic Calculus

Great course with a very skilful and communicative tutor. It exceeded my expectations and strengthened my knowledge of the subject in a short time.

(Risk Manager - Banca d'Italia)

Wonderful group of people at LFS - efficient, professional and dedicated to you for the duration of your course. I was particularly impressed with the curation of a reading list available to all those that sign up for a course - something you have access to for up to a year following your course date!

(Quantitative Developer - Royal Bank of Scotland)

Very good subject knowledge and enthusiam for teaching.

(Quantitative Developer - Royal Bank of Scotland)

The LFS stochastic calculus course has enhanced my abilities in very little time. The professor transformed my abstract knowledge of the subject into a firm foundation, which I will be drawing on in my role going forward.

(Analyst - Aberdeen Asset Management)

The course provides a good overview of the basic building blocks of stochastic calculus and its applications.

(Asset Manager - ZZ Vermogensverwaltung)

I was struggling to understand the fundamental theory underpinning stochastic modelling by reading on my own and attending this course helped as the concepts were explained very well by the tutor.

(Corporate Actuary - Scor SE - UK Branch)

This was a valuable opportunity to receive advanced training from an excellent expert in the field, Professor Dan Crisan. The distinguishing aspect of this course is that it actually walks through the theory underlying stochastic differential equations.

(Risk Analyst - Investment Management)