Professor Ismail Zahed
Topics:

• Generalities on the Market

• Levy Distributions, Fractional and Stochastic Calculus
• Financial Time Series, Correlations and Distributions
• Intermittency and Turbulence in Financial Markets
• Discrete Scaling, Earthquakes and Stock Market Crashes
• Asset Optimization, Spin Glass and Random Matrices
• Percolation, Herding and Adaptation in Financial Markets
• Market and Financial Dynamics versus Evolutionary Games

• Elements of contemporary financial markets

• Time series analysis ( random walks, heavy tails phenomena, GARCH and HARCH modeling)

• Derivatives - Black-Scholes model for options

• Contemporary methods of risk assesment (VaR --Value-at-Risk)

• Methods of portfolios construction

• Genetic and adaptive algorithms, "minority game".