PhD Training

LFIN organizes various PhD courses.

CEMS PhD Courses


Topic: Bayesian Dynamic Modelling for Multivariate Time Series
Speaker: Mike West (Duke University)

More information.


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)


Topic: Market Liquidity
Speakers: Thierry Foucault (HEC Paris) & Marco Pagano (University of Naples Federico II)


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)


Topic: Econometrics of Mixed Data Sampling (MIDAS) Regressions and Related Methods
Speaker: Eric Ghysels (University of North Carolina)


Topic: Empirical Asset Pricing
Speaker: Geert Bekaert (Columbia Business School)


Topic: Empirical Corporate Finance
Speaker: Jay R. Ritter (University of Florida)

PhD Courses in Quantitative Finance


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


Topic: Credit Risk
Speaker: David Lando  (Copenhagen Business School)
Date: 7-9 November 2016. Apply by 20th Octiber


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