projects in finance and numerical methods, 3rd year, Ecole Polytechnique
B. Jourdain, B. Lapeyre:
course "Monte-Carlo methods in finance", 3rd year ENPC and Master Recherche Mathématiques et Application, University of Marne-la-Vallée
J.-F. Delmas, B. Jourdain:
course "Jump processes with applications to energy markets", 3rd year ENPC and Master Recherche Mathématiques et Application, university of Marne-la-Vallée
D. Lamberton:
Second year of Licence de mathématiques (probability), Université Paris-Est Marne-la-Vallée.
Master course “Calcul stochastique et applications en finance",
Université Paris-Est Marne-la-Vallée.
A. Sulem:
Master Course, Université Paris IX-Dauphine, Département MIDO (Mathématiques et Informatique de la Décision et des Organisations),
Master MASEF, (21 h) Finite difference methods in Finance
Master of Mathematics, Université du Luxembourg, 15h, December 2011.
Numerical Methods in Finance.